Any of the following are valid:

$myArray = array();
$myArray[] = new Object();
$myArray[1] = new Object();
array_push($myArray, new Object);

What you should probably do is:

$hotelsDetail = array();

$details = new HotelDetails();
$details->setHotelInfo(details->setPrice('150');

// assign it to the array here; you don't need the [0] index then
$hotelsDetail[] = $details;

In your specific case, the issue is that you should use ->, not .. The period isn't used in PHP to access attributes or methods of a class:

$hotelsdetail[0] = new hoteldetails();
$hotelsdetail[0]->sethotelinfo(hotelsdetail[0]->setprice('150'); 

Note that I capitalized the class, object, and function names properly. Writing everything in lowercase is not considered good style.

As a side note, why is your price a string? It should be a number, really, if you ever want to do proper calculations with it.

$JSON = file_get_contents('UserData.json'); // Parsing JSON from file. You can use your own way.
$Array = json_decode($JSON, true); // JSON (string) to Array
echo $Array["message"]; // Output: authenticated
echo $Array["data"]["id"]; // Output: 713

This code

 $pages_array[1]->slug = "a";

is invalid anyways - you'll get a "strict" warning if you don't initialize the object properly. So you have to construct an object somehow - either with a constructor:

 $pages_array[] = new MyObject('index', 'title'....)

or using a stdclass cast

 $pages_array[] = (object) array('slug' => 'xxx', 'title' => 'etc')

In the simplest case, it's probably sufficient to "cast" the array as an object:

$object = (object) $array;

Another option would be to instantiate a standard class as a variable, and loop through your array while re-assigning the values:

$object = new stdClass();
foreach ($array as $key => $value)
{
    $object->$key = $value;
}

As Edson Medina pointed out, a really clean solution is to use the built-in json_ functions:

$object = json_decode(json_encode($array), FALSE);

This also (recursively) converts all of your sub arrays into objects, which you may or may not want. Unfortunately it has a 2-3x performance hit over the looping approach.

Warning! (thanks to Ultra for the comment):

json_decode on different enviroments converts UTF-8 data in different ways. I end up getting on of values '240.00' locally and '240' on production - massive dissaster. Morover if conversion fails string get's returned as NULL