The __() function returns the translated string so you can assign or manipulate it before output. The _e() function echoes (prints) the translated string immediately.
load_theme_textdomain() tells WordPress where to find your theme's translation files. Without it, WordPress won't load your translations, so your strings stay in the original language.
The _x() function requires the string, then the context to clarify meaning, then the text domain for your theme.
If the text domain in your translation functions does not match the one loaded by load_theme_textdomain(), WordPress cannot find the correct translations.
echo __('Hello World', 'mytheme');echo __('Hello World', 'mytheme');
If no translation is found for a string, WordPress returns the original string unchanged.
