To answer your comment on the other answer:
Writing Hello Warren is static. It would be the same for everyone who visited the site. echo "Hello ".$user."!"
will replace $user
with whatever name you specified as your name when you created an account.
As an example, when you create an account on facebook and fill out your profile, your name, birthdate, etc. are all saved in a database. When you put something like $user in your code, your code references the database to find out what your name is so it can display your name instad of a static element like Warren for everyone.