What does the double unscore mean?

It is another way of saying print. It is user defined

__($message) Searches the localization module for the translation of $message, and passes the translation to the PHP return statement. If no translation is found for $message, it just returns $message

I think this might explain it: https://core.trac.www.ads-software.com/browser/branches/3.2/wp-includes/l10n.php#L55

I think “__” is presented as a function for translating strings depending on the users language preferences.