The linguistic aspect of it:
This is an idea that OOP skeptics have been talking about for a long time, but it's more of a matter of preference I would say. If you are new to programming and already are thinking about these things, then maybe functional programming would make a lot of sense to you.
The memory aspect of it:
The functions are typically not stored inside the objects, so OO objects that have a lot of functions do typically not carry those functions around. This is however an implementation detail but most OOP languages should be thought of like that.
Especially in the case of natively compiled languages like C++, the code and the data will be separated into different memory areas altogether and will not really mix. That is also a bit of an implementation detail but all mainstream operating systems, as far as I know, will allocate memory with code separated from data. The functions of a class will be allocated in one area and the data of the objects in another, and normally all objects of the same class will use the same functions.