+ indicates the file has an Access Control List (ACL) with additional permissions. Each rule in an ACL is called an Access Control Entry (ACE).
ls -ale will show the ACEs for each file/folder that has an ACL
The default folders OS X creates when it makes a new home folder — Desktop, Documents, Downloads, Library, Movies, Music, Pictures, and Public — will have the ACE
0: group:everyone deny delete
which means no users are allowed to delete the folder, not even the owner of the folder. This prevents people from accidentally deleting these folders, which OS X expects to exist.
To remove all the ACLs from the default home folders, without affecting ACLs of their contents, use
chmod -N ~/*
To remove an ACL from a folder and everything inside of it, use
chmod -R -N /path/to/folder
Once the ACL has been removed, you can now delete those folder as expected, However, it's generally advisable to not remove the default folders that OS X creates in a user's home folder. The OS and many apps expect those folders to be there. In fact, OS X may simply recreate some of them the next time you log in.
An alternative is to hide them from the Finder with
chflags hidden /path/to/folder
To unhide, change
nohidden. Hidden folders will still show up in Terminal, though.