Based on the inspiration from the accompanying example, you are in this exercise supposed to experiment with some simple C# strings.
First, consult the documentation of the class System.String - either in your documentation browser or at msdn.microsoft.com. Read the introduction (remarks) to string which contains useful information! There exists a large variety of operations on strings. Please make sure that you are aware of these. Many of them will help you a lot in the future!
Make a string of your own first name, written with escaped Unicode characters (like we did for "OOP" in the accompanying example). If necessary, consult the unicode code charts (Basic Latin and Latin-1) to find the appropriate characters.
Take a look at the System.String.Insert method. Use this method to insert your last name in the first name string. Make your own observations about Insert relative to the fact that strings in C# are immutable.