I am totally new to Emacs and am reading this tutorial, and it mentions:

M-f    Forward one word

Which key is M?

As such pressing M followed by f types Mf and pressing them together also types some combination of M and f.

up vote 25 down vote accepted

M- is meta, which is an old X11 extended shift key designation. In modern systems it's usually the Alt key. You can also press Esc followed by the other keys in the sequence (here, Esc f).

You mostly won't see them on modern machines, but there are other extended shifts such as S- (super; you may see this if you press the Windows key) and H- (hyper).

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