What your statements are telling you is just that "" isn't the same as null - which is true. "" is an empty string; null means that no value has been assigned.
It might be more enlightening to try:
System.out.println(a.length()); // 0
System.out.println(b.length()); // error; b is not an object
"" is still a string, meaning you can call its methods and get meaningful information. null is an empty variable - there's literally nothing there.