C++ FAQ Celebrating Twenty-One Years of the C++ FAQ!!!
(Click here for a personal note from Marshall Cline.)
Section 10:
10.1 What's the deal with constructors?
10.2 Is there any difference between List x; and List x();?
10.3 Can one constructor of a class call another constructor of the same class to initialize the this object? Updated!
10.4 Is the default constructor for Fred always Fred::Fred()?
10.5 Which constructor gets called when I create an array of Fred objects?
10.6 Should my constructors use "initialization lists" or "assignment"?
10.7 Should you use the this pointer in the constructor?
10.8 What is the "Named Constructor Idiom"?
10.9 Does return-by-value mean extra copies and extra overhead?
10.10 Does the compiler optimize returning a local variable by value?
10.11 Why can't I initialize my static member data in my constructor's initialization list?
10.12 Why are classes with static data members getting linker errors?
10.13 Can I add = initializer; to the declaration of a class-scope static const data member?
10.14 What's the "static initialization order fiasco"?
10.15 How do I prevent the "static initialization order fiasco"?
10.16 Why doesn't the construct-on-first-use idiom use a static object instead of a static pointer?
10.17 How do I prevent the "static initialization order fiasco" for my static data members?
10.18 Do I need to worry about the "static initialization order fiasco" for variables of built-in/intrinsic types?
10.19 How can I handle a constructor that fails?
10.20 What is the "Named Parameter Idiom"?
10.21 Why am I getting an error after declaring a Foo object via Foo x(Bar())?
10.22 What is the purpose of the explicit keyword?
[10.11] Why can't I initialize my static member data in my constructor's initialization list?

Because you must explicitly define your class's static data members.

Fred.h: 

class Fred {
public:
  Fred();
  ...
private:
  int i_;
  static int j_;
};
Fred.cpp (or Fred.C or whatever): 
Fred::Fred()
  : i_(10)  // OK: you can (and should) initialize member data this way
  , j_(42)  // Error: you cannot initialize static member data like this
{
  ...
}

// You must define static data members this way:
int Fred::j_ = 42;
Note: in some cases, the definition of Fred::j_ might not contain the = initializer part. See here and here for details.