The simplest pieces of these diagrams to understand are the parts that match some specific bit of text without an options. They are: Literals, Escape sequences, and "Any charater".
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Literals
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Literals match an exact string of text. They're displayed in a light blue box, and the contents are quoted (to make it easier to see any leading or trailing whitespace).
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Escape sequences
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Escape sequences are displayed in a green box and contain a description of the type of character(s) they will match.
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"Any character"
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Quantifiers indicate if part of the expression should be repeated or optional. They are displayed similarly to Alternation, by the path through the diagram branching (and possibly looping back on itself). Unless indicated by an arrow on the path, the preferred path is to continue going straight.