I should mention that you can use this with file names containing spaces:

touch this\ is\ a\ test

creates an empty file called "this is a test" there are three spaces and there are three '\' to escape them.

In the example: he*llo you replace '*' with '\*'

In the above example a ' ' is replaced with '\ '

You can see the shell do this automatically if after you created the file "this is a test" you list it with ls using autocompletion with the TAB key:

ls this[TAB]

Assuming you don't have any other files in the directory beginning with "this" you will see:

ls this\ is\ a\ test

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