Why isn't this discussed in the book? They use them, on p. 132, but how is somebody supposed to know what they are? [If they are discussed elsewhere, they are not in the index.]

Actually, this bok doesn't talk precisely about some topics.
It is supposed that you khow them enough.

But,you can find complete description about object initializers in wrox beginning book:
Beginning visual C# 2010

I strongly recommend using this book beside professional one.I myself do so and rarely face ambugity and problems. These two are complements.

Good Luck...