Very small bits of rocks, but nevertheless, rocks.

Biologists refer to them as statoliths. They are gravity receptor parts. Invertebrates have a statocyst, or cavity, that contains a statolith, grain of sand. These mechanoreceptors, attached to the wall inside the lobster's statocyst cavity, read where the grain of sand is laying inside the cavity. The lobster knows which way is up by where the grain of sand sits in his gravity cavity.

Next time you try to insult a lobster by saying he's got rocks in his head, most likely he'll shrug and reply, "What's your point?"