Read this: http://en.wikipedia.org/wiki/Newline
It's the ASCII encoded character sequence that signifies the end of a line, depending on your platform.
For instance, ASCII characters CR (carriage return), LF (line feed), or both CRLF (Carriage Return, immediately followed by line feed) are used to denote the end of a line of text. On most UNIX platforms, only a single CR character is used, while on DOS based platforms, usually the sequence CRLF is used to denote the end of line, and as such, that sequence is usually interpreted as "one terminator" because they must be in that order.
To address the specific question (based on comment feedback): This has nothing to do with comments, from your perspective as the user. It matters to the parser of your Java source code, in that, when a line is read, it expects the appropriate line terminator to be there. You effectively accomplish this by pressing "Enter" to insert a new line. The encoding of the file, your text editor, and platform all need to be in agreement which specific character; CR, LF, or CRLF are actually inserted when you add a new line.