brackets (or for ppl like me, 'square brackets') for member names and dimension names --> [steve]
braces (or curly brackets/braces) '{' for sets --> {mySet}
parentheses (or 'round brackets' for ppl like me 😉 '(' for tuples --> ([dim1].[steve], [dim2].[notSteve])
for some online reading, try hitting msdn (here)
for some paper (or electronic now too) try Fast Track to MDX, by Rob Zaire and Mosha et al
HTH