You never encountered them before? It's really nothing AHK-specific, but text files with a certain structure in order to save information, like for example
settings or
configurations, between script runs.
https://en.wikipedia.org/wiki/INI_file
AHK has special commands to handle them:
IniWrite,
IniRead and
IniDelete.
I think some people even created specialized libraries.
Some other options: JSON, XML, SQLite, ...