Something that a human being possesses and carries with them not for the utility of it, but merely because having it makes them feel safe and cozy and close to themselves. Examples include security blankets, stuffed animals, and for adults, certain jewelery and perhaps their Palm Pilot.
Even though at 17 I'm too old for such nonsense, I still have a number of things that I suppose I could call comfort objects. I always wear my two little ugly necklaces that friends gave me, I have had an Equal packet from Denny's in my wallet for over two years now because it has sentimental value, I keep this horrible plush kangaroo at the foot of my bed . . . etcetera, etcetera.
When I was a child, I had this yellow blanket that I insisted on carrying everywhere until who knows when. Very Linus-esque (no, not Torvalds, the one from Peanuts), but it served its purpose well.
Its my supposal that all of us actually do need something or the other, in that vein.