What does "*" mean in CSS?

It selects all p elements that are directly after a h2 element in the DOM. Thus, the following p element would be styled:

<h2>A heading</h2>
<p>This paragraph will be styled.</p>

But this wouldn't:

<h2>A heading</h2>
<hr>
<p>This paragraph will NOT be styled.</p>

And neither would this:

<p>This paragraph will NOT be styled.</p>
<h2>A heading</h2>

...or this:

<h2>A heading</h2>
<section>
    <p>This paragraph will NOT be styled.</p>
</section>

+ is the adjacent sibling combinator.

That means the selector h2 + p only selects the p that comes immediately after an h2.

An illustration:

<h2>Headline!</h2>
<p>The first paragraph.</p>  <!-- Selected [1] -->
<p>The second paragraph.</p> <!-- Not selected [2] -->

<h2>Another headline!</h2>
<blockquote>
    <p>A quotation.</p>      <!-- Not selected [3] -->
</blockquote>

What's selected and what's not:

1. Selected
   This p comes right after the first h2.

2. Not selected
   This p occurs after the first p as opposed to the h2. Since it doesn't immediately follow the h2, it's not selected.

   However, since it still follows the h2 element, just not immediately, the selector h2 + p won't match this element, but h2 ~ p will, using the general sibling combinator instead.

3. Not selected
   This p is located within a blockquote, and there's no h2 before it inside the quote to satisfy its selector.

it selects all P tags that are directly beside an h2 tag. Then gives it the said attributes.