this::myMethod refers to myMethod on a specific instance of ClassName - the instance that you put this::myMethod in its code.
ClassName::myMethod can refer to either a static method or an instance method. If it refers to an instance method, it may be executed on a different instance of ClassName each time it is called.
For example:
List<ClassName> list = ...
list.stream().map(ClassName::myMethod)...
will execute myMethod each time for a different ClassName member of the list.
Here's a mode detailed example that shows the difference between these two type of method reference:
public class Test ()
{
    String myMethod () {
        return hashCode() + " ";
    }
    String myMethod (Test other) {
        return hashCode() + " ";
    }
    public void test () {
        List<Test> list = new ArrayList<>();
        list.add (new Test());
        list.add (new Test());
        System.out.println (this.hashCode ());
        // this will execute myMethod () on each member of the Stream
        list.stream ().map (Test::myMethod).forEach (System.out::print);
        System.out.println (" ");
        // this will execute myMethod (Test other) on the same instance (this) of the class
        // note that I had to overload myMethod, since `map` must apply myMethod
        // to each element of the Stream, and since this::myMethod means it
        // will always be executed on the same instance of Test, we must pass
        // the element of the Stream as an argument
        list.stream ().map (this::myMethod).forEach (System.out::print);
    }
    public static void main (java.lang.String[] args) { 
        new Test ().test ();
    }
}
Output:
2003749087 // the hash code of the Test instance on which we called test()
1747585824 1023892928  // the hash codes of the members of the List
2003749087 2003749087 // the hash code of the Test instance on which we called test()