What does the shortcut Ctrl+Shift+8 does in Mathematica (version 10)? On Windows 8.1 it displays a little square:
I can write in it, but I don't understand what it does.
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There are 3 verry helpfull Topics on Help;
with some more links on the verry end of the page
See "Letters and Letter-like Forms", "Operators", "Notational Alphabet Characters", and "Special Characters" for more information on the Wolfram Language's special characters.
The Wolfram System's interface is carefully optimized for both menu and keyboard use—with many convenient ergonomic features, including some that are not immediately visible from menus.
The Wolfram Language not only has systemwide support for arbitrary Unicode characters, but also includes nearly a thousand carefully designed characters for mathematical notation and technical presentation—all fully integrated into the Wolfram Language's input, output, and graphics.
On 10.0 for Mac OS X x86 (64-bit) (December 4, 2014) this looks like
It also has precisely on this forum a lot of good information on the topic "custom shortcut" see How can I change the keyboard shortcut for switching the active window?, this may also be an indication for further search.