What does 'u' mean in a list?

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This is the first time I've came across this. Just printed a list and each element seems to have a u in front of it i.e.

[u'hello', u'hi', u'hey']

What does it mean and why would a list have this in front of each element?

As I don't know how common this is, if you'd like to see how I came across it, I'll happily edit the post.

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