I think it's worth clarifying that this is the best worst case possible, i.e for every sorting algorithm you could create a certain input in a way that it won't be able to beat O(nlog(n)). In other words, O(nlog(n)) is a minimum hard limit for worst case speed, no algorithm can do better than O(nlog(n)) on all possible inputs (but it can do better on some inputs, o(n) being the hard limit there).
I don't really remember the theory behind this, but hopefully someone here can answer: is it theoretically possible for a sorting algorithm to achieve sub-O(nlog(n)) speeds on 99.99% (or some other %) of randomly selected inputs? Or even O(n)?