When an even-strength or shorthanded goal is scored, every player on the ice for the team scoring the goal is credited with a "plus." Every player on the ice for the team scored against gets a "minus."
A player's overall total is calculated by subtracting the minuses from the pluses. A high plus total is taken to mean that a guy is a good defensive player. But it's a very broad measurement and there has always been disagreement over how useful a statistic it is.
Power play goals are not used in calculating plus-minus.
Shorthanded goals are used in calculating plus-minus.
Penalty shot goals are not used in calculating plus-minus.