When included in a string literal, a backslash means the next character is special.
Serial.println("AT+CPMS=[glow]\[/glow]"ME[glow]\[/glow]"");
\' for a single quote
\" for a double quote
\\ for a single backslash
\0 for a zero byte
\xFF for a byte with hex value 0xFF
\277 for a byte with octal value o277
\n for a newline
\t for a tab character
There's about ten others I'm too lazy to look up at the moment. They're called escape sequences. Only some of these are supported within character literals (those single-character strings in single quotes).