When you concatenate strings you must carry about single quotes around strings:

set @sql = 'select * from ' + @cSecondDb + '.dbo.mytable' + ' WHERE  Category = ''' + @Category+''''

>Yes. I am getting an error:
>Incorrect syntax near 'F'.
>
>>Were you using something like the following?
>>

>>use [FirstSQLDatabase];
>>go 
>>declare @cSecondDb as Varchar(100);
>>declare @sql as varchar(max);
>>declare @Category as Varchar(25);
>>set @Category = '1009F';
>>set @cSecondDb = 'SecondSQLDatabase';
>>set @sql = 'select * from ' + @cSecondDb + '.dbo.mytable' + ' WHERE  Category = ' + @Category
>>exec (@sql);
>>

>>
>>>I know that I am missing something simple. But how do I add a WHERE clause to the dynamic SQL?
>>>For example, say I want to add to the SQL Select below:
>>>

>>>declare @Category as Varchar(25);
>>>set @Category = '1009F';
>>>' WHERE  Category = @Category'
>>>

>>>I get error no matter what I do with the @Category.
>>>
>>>>Hi Dmitry,
>>>>
>>>>Use dynamic SQL, something like this:
>>>>

>>>>use [FirstSQLDatabase];
>>>>go 
>>>>declare @cSecondDb as Varchar(100);
>>>>declare @sql as varchar(max);
>>>>set @cSecondDb = 'SecondSQLDatabase';
>>>>set @sql = 'select * from ' + @cSecondDb + '.dbo.mytable';
>>>>exec (@sql);
>>>>

>>>>
>>>>and replace dbo with the appropriate schema name if it's not dbo.
>>>>
>>>>
>>>>>Hi,
>>>>>
>>>>>I am testing the SQL Select with a name of the database not current.
>>>>>This case works:
>>>>>

>>>>>use [FirstSQLDatabase]
>>>>>go
>>>>>select * from SecondSQLDatabase..mytable where 1=1
>>>>>

>>>>>
>>>>>Now I want to put the 'SecondSQLDatabase' into a variable. Here is how I do it:
>>>>>

>>>>>use [FirstSQLDatabase]
>>>>>go 
>>>>>declare @cSecondDb as Varchar(100)
>>>>>set @cSecondDb = 'SecondSQLDatabase'
>>>>>select * from @cSecondDb..mytable where 1=1    -- this is the line that causes the syntax error.
>>>>>

>>>>>
>>>>>The above produces syntax error.
>>>>>
>>>>>What am I missing?
>>>>>TIA