+1 is the country code for the US.
Think about infomercials and stuff. They say "dial 1-800-blah-blah-blah". The 1 is necessary for land lines. Not necessary for cell phones because it becomes "implied" in the software (the things technology did to make things easier).
The + is a generic way of saying "get me to the outside code if necessary". If you've ever dialed internationally, you can understand how much of a pain it is. It's especially more of a pain because the codes we use in the US to designate international is different than some other countries. Cell phones use the + as saying "hey, let's make it easier so we don't have to think and wonder how to dial if we're travelling."
Side note: I work for an international organization. We had an all-hands meeting that was hosted by one of our folks who's based out of the UK. He's in the States often enough to have made that a doable thing. As part of the meeting, an email account was set up to take questions. He said "To heck with that email account - if you want to be anonymous, here's my personal email, and my cell phone is +1-212...." -- his "plus-one" threw me off for a second until I realized he has contacts at least two country codes.
I've noticed that if it's a picture mail or mms, it'll show up as +1 in the messaging portion of the online account, where a normal sms won't include it.
OK Let me explain this.
"1" is the country code for the North American Numbering Plan (NANP), which includes the US, Canada and some Caribbean islands. The confusion comes from the fact that it also happens to be the toll prefix used to call a domestic long-distance number from a landline in the USA. Different counties use different toll prefixes; some use 0, others use 01, etc. The developers of GSM cell phones wanted them to be international. They faced the issue of which of the different toll prefixes to standardize on and the answer was "none of the above". They came up with prepending a "+" in front of the international phone number to indicate that it was a complete canonical international number. The best practice for GSM phone users is to enter all real phone numbers (vice short codes) using the "+" format. Thus, any number in the US or Canada will start "+1", while numbers in UK will start "+44" and numbers in Japan will begin "+81"