An important object is an object that is important for a story. It is often a plot device, and it is also often shiny. If an important object exists only to drive the plot, it is called a MacGuffin.
An example of a group of important objects is the three Silmarils in J.R.R. Tolkien's Silmarillion, which are obviously important, since the whole book is named after them. The Ring in The Hobbit and The Lord of the Rings is also an important object.
Suethors will often give their Mary Sue an important object, either obviously canonical or uncanonical. It may take the form of magical jewellery, a Sword of Sueness, or something else. Either way, it is a charge if it is not sufficiently explained or justified in the story.
PPC agents often keep uncanon important objects because of the sheer shininess, the Ring of Sairalindë being a good (or bad, depending on your viewpoint) example. These can have consequences, however, and may be a very bad idea.