Just want to understand what I have done, didnt know how to fix something and done something random and it worked. haha.

So below I had an issue that when I placed the cursor on screen the camera would view everything upside down and the right/left was inversed. I randomly added the second mCamera.Pitch(dy) and it sorted the problem. Just would like to know how. 
    
    void ShapesApp::OnMouseMove(WPARAM btnState, int x, int y)
    {
		// Make each pixel correspond to a quarter of a degree.
		float dx = XMConvertToRadians(0.25f*static_cast<float>(x - mLastMousePos.x)); //0.25f is related with the sensitivity
		float dy = XMConvertToRadians(0.25f*static_cast<float>(y - mLastMousePos.y));
		mCamera.Pitch(dy);
		mCamera.RotateY(dx); //Rotate around the Y axis - Worlds "Up" Direction 
		mCamera.Pitch(dy);
	}
	mLastMousePos.x = x;
	mLastMousePos.y = y;

Pitch;

    void Camera::Pitch(float angle)
    {
	// Rotate up and look vector about the right vector.
	XMMATRIX R = XMMatrixRotationAxis(XMLoadFloat3(&mRight), angle);
	XMStoreFloat3(&mUp,   XMVector3TransformNormal(XMLoadFloat3(&mUp), R));
	XMStoreFloat3(&mLook, XMVector3TransformNormal(XMLoadFloat3(&mLook), R))
	mViewDirty = true;
    }
    
Rotate

    void Camera::RotateY(float angle)
    {
	// Rotate the basis vectors about the world y-axis.
	XMMATRIX R = XMMatrixRotationY(angle);
	XMStoreFloat3(&mRight,   XMVector3TransformNormal(XMLoadFloat3(&mRight), R));
	XMStoreFloat3(&mUp, XMVector3TransformNormal(XMLoadFloat3(&mUp), R));
	XMStoreFloat3(&mLook, XMVector3TransformNormal(XMLoadFloat3(&mLook), R));
	mViewDirty = true;
    }