include/linux/init.h

Macros used to mark functions or initialized data as initialization functions.

The kernel can take this as a hint that the function is used only during the initialization phase and free up used memory resources after.

__setup

__setup seems to be a macro with which command line options can be declared, try

$ grep -r __setup > ~/github/temp/Linux/kernel/source/greps/__setup

Using __setup is somehow associated with the struct obs_kernel_param:

struct obs_kernel_param {
   const char *str;
   int (*setup_func)(char *);
   int early;
};

The script scripts/checkpatch.pl explicitly checks for new command line options that might be added but were forgotten to be documented in Documentation/admin-guide/kernel-parameters.txt, see here and here.

include/linux/init.h

__setup

early_param