Pick up two objects, one in each hand. Which feels heavier? Now weigh them. Sometimes your hands are right — sometimes they're fooled by size.
Mass vs weight
Mass is how much stuff is in something. Weight is the pull of gravity on that mass. On the moon, your weight changes; your mass doesn't.
A bowling ball and a cushion can be the same mass, but the cushion feels lighter because it's spread out. Density is mass per volume.