This means that normally, you want to avoid data structures that introduce a lot of objects trees, linked lists and stuff like that. In some circumstances you might lose some speed, but win big time when the full GC comes. Additionally, It may be worthwhile to consider avoiding heap allocations by organizing your data as value types instead of ordinary objects.
The vast majority of programmers need not worry about this, but if you're putting millions of objects through a single app domain in a short time, then it's a concern you should be aware of. This applies to pretty much any managed language.
var a = InitGiantArray<Foo>();
var b = InitGiantArray<Bar>();
Tuple.Create(new object(), new object());
} while (true);