They are formed due to reflection of visceral layer of serous pericardium around great vessels What does it mean

The visceral layer of the serous pericardium is the inner membrane that directly covers the heart. Great vessels are the large arteries and veins connected to the heart (like the aorta and vena cava). The statement means that where these vessels attach to the heart, this visceral layer folds back, or reflects, to become the outer parietal layer of the pericardium. This folding creates specific anatomical spaces known as the pericardial sinuses (e.g., transverse and oblique sinuses).