What is "string[] args" in Main class for?

Further to everyone else's answer, you should note that the parameters are optional in C# if your application does not use command line arguments.

This code is perfectly valid:

internal static Program
{
    private static void Main()
    {
        // Get on with it, without any arguments...
    }
}

From the C# programming guide on MSDN:

The parameter of the Main method is a String array that represents the command-line arguments

So, if I had a program (MyApp.exe) like this:

class Program
{
  static void Main(string[] args)
  {
    foreach (var arg in args)
    {
      Console.WriteLine(arg);
    }
  }
}

That I started at the command line like this:

MyApp.exe Arg1 Arg2 Arg3

The Main method would be passed an array that contained three strings: "Arg1", "Arg2", "Arg3".

If you need to pass an argument that contains a space then wrap it in quotes. For example:

MyApp.exe "Arg 1" "Arg 2" "Arg 3"

Command line arguments commonly get used when you need to pass information to your application at runtime. For example if you were writing a program that copies a file from one location to another you would probably pass the two locations as command line arguments. For example:

Copy.exe C:\file1.txt C:\file2.txt