As strings are immutable and can't change, when you concatenate a string a new object is created. This can cause performance problems and issues with memory use if you do it a lot inside a tight loop.
You may find it better to use a string builder or another approach. However, don't fret too much about this, as it only applies at a large scale. Always test to see if it is genuinely a problem and don't micro-optimize where you don't need to.
It's good general advice to work out where your code is spending most of its time, and focus your optimization there. It's obviously much better to optimize code executed millions of times inside a loop than code that only runs occasionally.
