JavaScript is case-sensitive. However, the spacing is used to make it easier to read the script, but isn't required. Use this method to put informational messages in your script to explain what something is doing or why you wrote it the way you did. Scripts retrieved from the web may have several comment lines for the original developer's copyright. Unless you have a real issue with a function name, you're better off leaving it alone.
Developers usually use mixed case when naming functions, and function names are case-sensitive.
The empty parentheses indicate that there aren't any parameters with this function. It tells the browser to display the information, when requested, in a message box on the user's screen. Hello is the information that displays. You can change this to anything you like. Those browsers that can't interpret scripts would now start reading the file again.