This experiment is one of the classics that is still a lot of fun to play with. It has to do with density. Density can be a difficult concept to grasp, but it is much easier once you have played with a density column.
Imagine that I have three cups that are the same size. If I fill one cup with water, one with sand, and one with lead. Would they all weigh the same? No, of course not. A cup of sand weighs more than a cup of water. Sand is denser than water. Lead is denser than sand, so a cup of lead weighs more than a cup of sand.