Swing/AWT/SWT :: What Is Event-dispatching Thread For GUIs And Why Use It Over Main Thread

I'm currently learning about Swing but I can't get my head round this piece of the code. Here is a simplified gui (not interested in the gui part but the execution)

public class SwingDemo implements ActionListener {
SwingDemo(){
JFrame jfrm = new JFrame("Simple gui pro");
//rest of code
public static void main(String[] args) {
new SwingDemo();
}

I get the above, create a new instance of SwingDemo in the main thread which starts up the gui through the constructor. However, then the tutorial says that I should avoid doing the above but do this instead:

public class SwingDemo implements ActionListener {
SwingDemo(){
JFrame jfrm = new JFrame("Simple gui pro");
//rest of code
public static void main(String[] args) {
SwingUtilities.invokeLater(new Runnable() { //why do this instead?
public void run(){
new SwingDemo();
}
});
}
}

Reading, it talks about an event-dispatching thread which has completely lost me... Why not just instantiate the object directly instead of creating another thread?