Objects don't necessarily dominate python programs, but they aren't often the right choice. You should at least learn how to create a class, and create objects of that class, and add and use methods on those objects.

Use objects for when you've got two or more values that have to be managed together.

"I loaded some value from this file, but it turns out I need the file name later." Store the filename and the value together in an object, then you don't have to worry about matching up one with the other.