Concatenate two string literals
You should always pay attention to types.
Although they all seem like strings, "Hello" and ",world" are literals.
And in your example, exclam is a std::string object.
C++ has an operator overload that takes a std::string object and adds another string to it. When you concatenate a std::string object with a literal it will make the appropriate casting for the literal.
But if you try to concatenate two literals, the compiler won't be able to find an operator that takes two literals.
const string message = "Hello" + ",world" + exclam;
The + operator has left-to-right associativity, so the equivalent parenthesized expression is:
const string message = (("Hello" + ",world") + exclam);
As you can see, the two string literals "Hello" and ",world" are "added" first, hence the error.
One of the first two strings being concatenated must be a std::string object:
const string message = string("Hello") + ",world" + exclam;
Alternatively, you can force the second + to be evaluated first by parenthesizing that part of the expression:
const string message = "Hello" + (",world" + exclam);
It makes sense that your first example (hello + ",world" + "!") works because the std::string (hello) is one of the arguments to the leftmost +. That + is evaluated, the result is a std::string object with the concatenated string, and that resulting std::string is then concatenated with the "!".
As for why you can't concatenate two string literals using +, it is because a string literal is just an array of characters (a const char [N] where N is the length of the string plus one, for the null terminator). When you use an array in most contexts, it is converted into a pointer to its initial element.
So, when you try to do "Hello" + ",world", what you're really trying to do is add two const char*s together, which isn't possible (what would it mean to add two pointers together?) and if it was it wouldn't do what you wanted it to do.
Note that you can concatenate string literals by placing them next to each other; for example, the following two are equivalent:
"Hello" ",world"
"Hello,world"
This is useful if you have a long string literal that you want to break up onto multiple lines. They have to be string literals, though: this won't work with const char* pointers or const char[N] arrays.
Your second example does not work because there is no operator + for two string literals. Note that a string literal is not of type string, but instead is of type const char *. Your second example will work if you revise it like this:
const string message = string("Hello") + ",world" + exclam;