Are you alright. I would not put it into my brain as a random mnemonic, though - try to understand whys and you will come across lesser surprises.
The documentation on this topic ( http://gcc.gnu.org/onlinedocs/gcc/Nested-Functions.html ) is pretty good. If you know how the stack works in C, you should understand right away.
Also, the gift I found on sites that might be useful, given your question:
#define lambda(type, body) ({ \
type __anon_func__ body \
__anon_func__; \
})
int (*foo) (double) = lambda(int, (double x) { return (int) x; });
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