Short for MyApplication.
My is sometimes added to the beginning of a piece of descriptive text in order to differentiate it from a supplied or default item. In this case, the App may be a default object supplied by the OS, etc. By putting My in front of it we are saying that this is OUR VERSION of the item, in this case the App.
This is a standard programming practice although outside of tutorials and exercises it can sometimes be more useless (and annoying) than useful. I've not seen it in production code too often.