+: works with any kind of collection, while :: is specific implementation for List.
If you look at the source for +: closely, you will notice that it actually calls :: when the expected return type is List. That is because :: is implemented more efficiently for the List case: it simply connects the new head to the existing list and returns the result, which is a constant-time operation, as opposed to linear copying the entire collection in the generic case of +:.
+: on the other hand, takes CanBuildFrom, so you can do fancy (albeit, not looking as nicely in this case) things like:
val foo: Array[String] = List("foo").+:("bar")(breakOut)
(It’s pretty useless in this particular case, as you could start with the needed type to begin with, but the idea is you can prepend and element to a collection, and change its type in one “go”, avoiding an additional copy).