Hello @IamIdan,
Speaking generally regarding the code you have posted;
Destroy(otherObject);
The Destroy method is passed an object reference to dispose of, in this case you are passing it a reference of otherObject, if this is a MusicPlayer object then in your code there will be some code setting otherObject to equal an instance of the MusicPlayer.
Some documentation regarding Destroy for you and an an example at runtime.
instance = this;
this simply refers to the current instance of the object, so if I wanted to set some variables within the current object I may use some code like this;
this.playerName = "Rob";
this.playerLives = 3
This would be from within an object called perhaps Player.
Here’s some C# documentation which should help also.
Don’t forget if you have questions regarding a specific lecture you can use the Q&A within the Udemy site where you will get answers from your instructors along with potentially other students on the same lecture.
Hope this helps.