VBA syntax requires that a string-literal appear within " marks, so when your string needs to contain quotation marks, you'll need to escape/prepend the " character with an extra " so that VBA understands that you intend the "" to be interpreted as a " string.

'The following 2 lines produce the same output
Debug.Print "The man said, ""Never use air-quotes"""
Debug.Print "The man said, " & """" & "Never use air-quotes" & """"

'Output:
'The man said, "Never use air-quotes"
'The man said, "Never use air-quotes"

The VBA editor only allows 1023 characters per line, but typically only the first 100-150 characters are visible without scrolling. If you need to assign long string literals, but you want to keep your code readable, you'll need to use line-continuations and concatenation to assign your string.

Debug.Print "Lorem ipsum dolor sit amet, consectetur adipiscing elit. " & _
            "Integer hendrerit maximus arcu, ut elementum odio varius " & _
            "nec. Integer ipsum enim, iaculis et egestas ac, condiment" & _
            "um ut tellus."
'Output:
'Lorem ipsum dolor sit amet, consectetur adipiscing elit. Integer hendrerit maximus arcu, ut elementum odio varius nec. Integer ipsum enim, iaculis et egestas ac, condimentum ut tellus.

VBA will let you use a limited number of line-continuations (the actual number varies by the length of each line within the continued-block), so if you have very long strings, you'll need to assign and re-assign with concatenation.

Dim loremIpsum As String

'Assign the first part of the string
loremIpsum = "Lorem ipsum dolor sit amet, consectetur adipiscing elit. " & _
              "Integer hendrerit maximus arcu, ut elementum odio varius "
'Re-assign with the previous value AND the next section of the string
loremIpsum = loremIpsum & _
            "nec. Integer ipsum enim, iaculis et egestas ac, condiment" & _
            "um ut tellus."

Debug.Print loremIpsum

'Output:
'Lorem ipsum dolor sit amet, consectetur adipiscing elit. Integer hendrerit maximus arcu, ut elementum odio varius nec. Integer ipsum enim, iaculis et egestas ac, condimentum ut tellus.

VBA defines a number of string constants for special characters like:

• vbCr : Carriage-Return 'Same as "\r" in C style languages.
• vbLf : Line-Feed 'Same as "\n" in C style languages.
• vbCrLf : Carriage-Return & Line-Feed (a new-line in Windows)
• vbTab: Tab Character
• vbNullString: an empty string, like ""

You can use these constants with concatenation and other string functions to build string-literals with special-characters.

Debug.Print "Hello " & vbCrLf & "World"
'Output:
'Hello
'World

Debug.Print vbTab & "Hello" & vbTab & "World"
'Output:
'    Hello    World

Dim EmptyString As String
EmptyString = vbNullString
Debug.Print EmptyString = ""
'Output:
'True

Using vbNullString is considered better practice than the equivalent value of "" due to differences in how the code is compiled. Strings are accessed via a pointer to an allocated area of memory, and the VBA compiler is smart enough to use a null pointer to represent vbNullString. The literal "" is allocated memory as if it were a String typed Variant, making the use of the constant much more efficient:

Debug.Print StrPtr(vbNullString)    'Prints 0.
Debug.Print StrPtr("")              'Prints a memory address.

Remarks

The assignment of string-literals in VBA is confined by the limitations of the IDE and the codepage of the current user's language settings. The examples above demonstrate the special-cases of escaped strings, special, non-printable strings and long string-literals.

When assigning string-literals that contain characters that are specific to a certain codepage, you may need to consider internationalization concerns by assigning a string from a separate unicode resource file.