What's the magic of "-" (a dash) in command-line parameters?

If you mean the naked - at the end of the tar command, that's common on many commands that want to use a file.

It allows you to specify standard input or output rather than an actual file name.

That's the case for your first and third example. For example, the cdrecord command is taking standard input (the ISO image stream produced by mkisofs) and writing it directly to /dev/dvdrw.

With the cd command, every time you change directory, it stores the directory you came from. If you do cd with the special - "directory name", it uses that remembered directory instead of a real one. You can easily switch between two directories quite quickly by using that.

Other commands may treat - as a different special value.

It's not magic. Some commands interpret - as the user wanting to read from stdin or write to stdout; there is nothing special about it to the shell.

- means exactly what each command wants it to mean. There are several common conventions, and you've seen examples of most of them in other answers, but none of them are 100% universal.

There is nothing magic about the - character as far as the shell is concerned (except that the shell itself, and some of its built-in commands like cd and echo, use it in conventional ways). Some characters, like \, ', and ", are "magical", having special meanings wherever they appear. These are "shell metacharacters". - is not like that.

To see how a given command uses -, read the documentation for that command.