What is the object assigned to a Functional Interface in Java?

I am new to Lambda Expressions in Java so please don’t react too harsh if this question appears silly: What is the actual object that gets implemented if I assign it to a FunctionalInterface? I.e., if I do List<String> lst = new ArrayList<>() I implement an ArrayList object. What is the object that gets created if I do Function<String,String> fct = s -> s? And is that object immutable, i.e. does it make sense to have a public static final Function<String,String> REUSE_OFTEN = s -> String.valueOf(s)?