If you want to persist the OrderNumber with the 'T' preceding it in your database then you will need a separate column to store it in (this is why you are getting your "I am getting error like this "Conversion failed when converting the nvarchar value 'T20001' to data type int" error).
You have already stated that
OrderNo
is an Identity field so there is no need to use MAX() - in fact you should
never use that as a method for generating a "unique" id (there is no guarantee it will be unique in a multi-user database).
To get your order number with the preceding "T" just use
select 'T' + CAST(OrderNo AS VARCHAR) AS OrderNoWithPrefix from tblOrderMaster
To be honest there is no need to persist this value on the database as it appears to be a display only feature - just add the T when you need it.