In Scala a function is an object. This can be deduced from the existence of a set of traits called scala.Function, scala.Function1, ... scala.Function22. The traits define the abstract method apply() (I've already written something about it) and some concrete methods. The use of this trait is like this:

object Main extends App {
   val succ = (x: Int) => x + 1
   val anonfun1 = new Function1[Int, Int] {
     def apply(x: Int): Int = x + 1
   }
   assert(succ(0) == anonfun1(0))
}

This example is taken Scala documentation. What can a function like anonfun1 be useful for? Well, the code shows by itself: succ(0) is equal to anonfun(0). The code of succ and anonfun1 is the same: it takes an Int argument and return an Int which is the argument plus one.