Uppercase "M" at the right of window name in tmux

From tmux(1):

m
    Mark the current pane (see select-pane -m).

So that means you've pressed C-b m (or equivalent in your environment) to mark that pane.

Marking a pane is useful for certain pane operations; from the section on select-pane:

The marked pane is the default target for -s to join-pane, swap-pane and swap-window.

To clear the mark, press C-b M. If you have M mapped to something else already, you can also use C-b : (to enter the tmux command prompt), followed by select-pane -M to clear the mark.

The list of window flags with their explanation can be found in man tmux /STATUS LINE, you’re looking for:

Symbol    Meaning
M         The window contains the marked pane.