What exactly is a triple-blended whiskey? Triple-blended with what? Or does it mean blended three times?

The latter. For the uninitiated:

Whisky is the Scotch variety which comes from Scotland where all else is Scottish. Scotch is either single-malt or double-malt and is double-blended which means it has a rougher edge to the taste.

Whiskey is the Irish variety and is always triple-blended. Whiskeys tend to have a lighter hue than the Scotch variety and a smoother taste as a result.

The word whiskey comes from the Gaelic uisce beatha which translates as 'water of fire'.