check out this site on the topic:
xahlee.org/java-a-day/unicode_in_java.html

Well, I don't see the interest to have code like:
Code:

    List<String> \u611b = new ArrayList<String>();
    \u611b.add("foo");
    Object[] \u6850 = \u611b.toArray();
    System.out.println(\u6850.length);
 

And if you put real Unicode characters in the code, you have to specify, eg. -encoding UTF-8 option to make the compiler to understand it (something not specified by the page you link to...).

Beside, it looks cool and funny, but this is good only if you think you won't share your code with anybody, except perhaps people speaking the same language as you: too often in this forum I see people showing code with identifiers and/or comments in a foreign language, and it makes very hard to properly read their code.

Actually, except with newbies code, I never see anybody using these facilities. Sometime I find open (?) source with comments in Japanese or other language, but nearly never with Unicode identifiers (which is rarely allowed by programming languages anyway).