in Java all classes derive/inherit one class. this is the object class. one of the methods in the object class is the toString() method this method converts the object to a string (a string is like a sentence). because all classes inherit object they all have the toString() method.
now here is the funny part. there is a Java class String(see above if you don't know what a string is) because it is a java class it inherits object. so you can call the toString() method on a string. In other words you can convert a string to a string
Now now gentlemen, let's not come down too harsh on Mr. Parsons - I'm sure we could all see how one would find it odd at first that a String class has a toString() member function without knowing the underlying reason. :)
A String in Java isn't a primitive type, so System.out.println(stringVar) calls the toString() method. If the class didn't have it...that would be brain dead.