Just click on the name object style to edit its options window!
At the top of the New Object Style dialog (General panel), there is an option for shortcut. However, that slot (same as for paragraph styles and character styles) can only take a combination of a modifier key and a numeric keypad number. For example, Option + Num 1.
However, many of us prefer the QuickApply method of calling out styles. Hold down Cmd + Return (Mac) or Ctrl + Enter (Win) bring up the QuickApply window. Start typing the first couple letters of the name of the style and it will jump to it in the list. You can control the type of elements which can be called out in the menu at the top of the window.
Thank you both!!!