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Nested and inner classes are often considered too confusing for beginners. However, they have some merits that make them a proper discussion topic in this book. To name a few, you can hide an implementation completely using a nested class, and it provides a shorter way of writing an event-listener.
One of the reasons nested and inner classes sometimes seem overly complex is because the terms "nested classes" and "inner classes" are often used to mean different things in different texts. This book will stick to the definitions in The Java Language Specification, Third Edition, which is the formal specification from Sun Microsystems (http://java.sun.com/docs/books/jls/).