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?
[10.12] Why are classes with static data members getting linker errors?

Because static data members must be explicitly defined in exactly one compilation unit. If you didn't do this, you'll probably get an "undefined external" linker error. For example: 

// Fred.h

class Fred {
public:
  ...
private:
  static int j_;   // Declares static data member Fred::j_
  ...
};
The linker will holler at you ("Fred::j_ is not defined") unless you define (as opposed to merely declare) Fred::j_ in (exactly) one of your source files: 
// Fred.cpp

#include "Fred.h"

int Fred::j_ = some_expression_evaluating_to_an_int;

// Alternatively, if you wish to use the implicit 0 value for static ints:
// int Fred::j_;
The usual place to define static data members of class Fred is file Fred.cpp (or Fred.C or whatever source file extension you use).

Note: in some cases, you can add = initializer; to the declaration of class-scope static declarations, however if you ever use the data member, you still need to explicitly define it in exactly one compilation unit. In this case you don't include an = initializer in the definition. A separate FAQ covers this topic.