The interfaces are the network devices that connect to the Internet or a local network. Typically, the first ethernet card, eth0, is connected to the Internet. However, with a dial-up connection, the ppp interface might be used instead.
If your firewall runs on a gateway for an internal network, the internal interface is typically connected to the second ethernet card, eth1.
Finally, the '+' symbol may be used instead of the interface number to refer to all instances of that interface type. For example, using ppp+ instead of ppp0 or ppp1 will apply the rules to all the ppp interfaces.