What does _T stands for in a CString

It's actually used for projects where Unicode and ANSI support is required. It tells the compiler to compile the string literal as either Unicode or ANSI depending on the value of a precompiler define.

Why you would want to do this is another matter. If you want to support Unicode by itself then just write Unicode, in this case L"Hello". The _T() macro was added when you needed to support Windows NT and later (which support Unicode) and Windows 9x/ME (which do not). These days any code using these macros is obsolete, since all modern Windows versions are Unicode-based.

_T stands for “text”. It will turn your literal into a Unicode wide character literal if and only if you are compiling your sources with Unicode support. See http://msdn.microsoft.com/en-us/library/c426s321.aspx.