There's lots of info out there about +P, much more than could be covered in a single post. Like others have said it means a high pressure than the cartridges standard pressure.

Most quality modern guns can handle +P loads but it is prudent to research a specific firearm if you aren't sure. Most guns do not indicate whether or not +P is acceptable unless you comb through the manual and even then it's not necessarily there. I own half a dozen different 9mm's and 38 specials and none of them have +P stamped anywhere on them.