This post is a little dated but since I've been working with my students on this very topic I thought I'd post.
First, you can't understand what the "object of the preposition" is if you don't first know how to identify prepositions. So you need to find a list (google "list prepositions English" or "frequency list prepositions English") and you should get plenty of lists. Depending on which list you go by, there are from 80 to 130 or so prepositions. Most are not used too often, so I'd get a frequency list and try to learn the first 50 or so. That may sound like a lot of words, but compared to the number of words in Webster's 500,000 word dictionary, that's really very few words--and they are SO IMPORTANT to understanding sentence structure. If you don't want to memorize, no problem, just keep a list with you at all times.
When you come across a word from the list, check to see if it has an object by asking "what" after the preposition.
John called about the party.
about what? the party,
so "party" or "the party" if you include the article, is the object of the preposition.
Be careful, prepositions sometimes act as adverbs.
John got up and went to the kitchen.
up what? ---ummmm, no answer, there is NO object, so "up" is an adverb to "got"
as for DO, ask "what" after the verb.
John made a cake.
John made what? a cake
DO is cake
as for IO, ask "to whom/what?" or "for whom/what?" after the DO
John made Mary a cake.
John made what? a cake
DO is cake
a cake for whom? for Mary
IO is Mary.
The following sentences are exactly the same in meaning! (except maybe in emphasis)
John made Mary a cake. common usage
John made for Mary a cake. NOT common usage, but technically
correct, sometimes used for emphasis
John made a cake for Mary. common usage
same with "to"
John gave Mary a cake.
John gave to Mary a cake. NOT common usage
John gave a cake to Mary.
some grammarians will say that an IO can ONLY be between the verb and DO.
Other linguists say functionally there is no difference, so it is OK to say that "to Mary" or "for Mary" is the IO. However, others will argue that they are adverbials answering the question where (to) or why (for) about the verb (made why? for Mary gave where? to Mary).
How one describes it is not important, as they all function the same.