To put simply, the
__MACOSX folder is a resource fuck, oh sorry, a resource fork. This folder is always hidden in the mac OS, and it is also created there. The Mac OS, uses the resource fork to store structured data along with the unstructured data stored within the data fork (and what does that mean? I have no idea, ask Wikipedia, that's whom I'm quoting).
To the Windows and Linux users, it is a resource fuck, because it's useless to them. They usually come around whenever one downloads and extracts a file that has been zipped by a mac system. So the next time you see the strange folder,
__MACOSX, feel free to hit the delete button. (for mac users, you won't even get to see it 😜)