What are calories? Well, a calorie is energy and a calorie is defined as being, the amount of heat required to raise one kilogram of water by 1 degree Celsius. Basically, all food that you eat has calories and not all calories are equal, however. The foods that you eat trigger different hormonal responses in your body. So for example, we can talk about glycemic index. Glycemic index is the measure of how fast sugar is absorbed into your bloodstream.
So if you're eating something that has a high glycemic index, most likely the sugar is going to be absorbed faster and you're going to have more insulin released, and this is going to lead to bigger fluctuations of sugar in your body throughout the day, and most likely you'll have excess fat storage.
Also, you'll be feeling more hungry throughout the day. For example, if you were to eat a slice of white bread, the carbohydrate in the bread is going to trigger insulin to be released in your body.
So the calories from a piece of white bread are different from say, the calories from a lean piece of meat. Because if you eat protein, even if it has the same amount of calories, it's going to trigger a different response in your body and it's going to lead to, most likely, less fat storage. So even though two foods may have the same amount of calories, the quality of those calories may not be equal.