A differential pair is a pair of signals routed as close together as possible, and either the same length or very close to it. The reason for doing this is generally to improve noise immunity on the circuit board.
The pair is first defined in the schematic with identical net names except with suffixes _p for positive and _n for negative. On the circuit board design, this naming convention is recognized as denoting a differential pair, and the Route Differential Pair command can be used to route them together.