Creating a LinkedList class from scratch

We were given an assignment to create a LinkedList from scratch, and there are absolutely no readings given to guide us on this migrane-causing task. Also everything online seems to just use Java's built in LinkedList methods and stuff. Anyway, linked lists make perfect sense when using Java's default stuff, but creating it from scratch makes no sense whatsoever. Lets say I have

public class LinkedList {
  private LinkedList next;  
  private final String word;
  // constructor
  public LinkedList(String word, LinkedList next) {
    this.word = word;
    this.next = next;
  }

And thus magically we have a linked list. What is going on? How have I created a linked list like this? How does this work? I'm supposed to write an append method that adds a the given String word parameter to the end of this linkedlist. I tried looking at the addLast built in method for built in java linkedlist class, but it's no help to me, as I really dont understand whats going on. Anyone care to help me out :)