The plus sign is there because Sneak Attack is a form of bonus damage, added on to a damage roll.
So, for example, a rapier does 1d6 damage. Say the wielder has 12 Strength (a +1 bonus) and for some reason took Weapon Specialization (rapier) (a +2 bonus). On a normal attack, that person does 1d6 damage (base rapier damage), +1 damage (for above-average Strength), +2 damage (for Weapon Specialization), or 1d6+3.
Sneak Attack works in much the same way, except the bonus is rolled. So if the person above was a Rogue 1, he or she can add +1d6 to that damage when the conditions for Sneak Attack are met, so the total damage is 1d6+3+1d6. At Rogue 3, the Sneak Attack damage increases to +2d6, so the total is now 1d6+3+2d6. Every odd level, the amount of bonus Sneak Attack damage increases by another 1d6.
It’s important, in 3.5, to consult the text; the tables are usually only for the purposes of a quick summary. If you see “Sneak Attack +1d6,” “Sneak Attack +2d6,” without knowing that Sneak Attack is defined as bonus damage (which is the reason for the +), and furthermore that the amount of Sneak Attack damage you do is based on the following rule:
This extra damage is 1d6 at 1st level, and it increases by 1d6 every two rogue levels thereafter.
That’s what can lead to confusion. This is actually quite important: by the official rules, if there is a contradiction between rules text and what’s listed in a table, the rules say that the text takes precedence; this is often termed “text-trumps-table.”
When you find a disagreement between two D&D® rules sources, unless an official errata file says otherwise, the primary source is correct. One example of a primary/secondary source is text taking precedence over a table entry.
For example, in Complete Divine, the Rainbow Servant prestige class has a table that shows “+1 level of arcane spellcasting class” only at levels 2, 3, 5, 6, 8, and 9 (missing 1, 4, 7, and 10), but the actual text of the class’s Spellcasting class feature states
When a new rainbow servant level is gained, the character gains new spells […] This essentially means that she adds the level of rainbow servant to the level of whatever other spellcasting class the character has, then determines spells per day accordingly.
If you did not read the text, the error in the table would lead to this prestige class being basically useless, instead of quite good.