The 'T' macro allows a literal string to be compiled as unicode.
If you write your string literals in the form T("xyz"), it will be compiled as L"xyz" or "xyz", depending on which representation is best for the String class to work with.
Because the 'T' symbol is occasionally used inside 3rd-party library headers which you may need to include after juce.h, you can use the juce_withoutMacros.h file (in the juce/src directory) to avoid defining this macro. See the comments in juce_withoutMacros.h for more info.