It’s probably just a personal thing. I haven’t seen this ever, so I wouldn’t do it. I would just follow either the PascalCase or camelCase naming conventions.
Usually, underscores at the very beginning indicate that the method / variable is supposed to be private (because we don’t have a full-proof “private” visibility modifier in Lua). I would suggest prefixing only using one underscore, not two because the latter is what metamethods use, so in case they add new ones, your function would be okay.
My personal naming conventions is _like_this because I like to keep things lowercase, so I give underscores higher priority than different casing.