When using WhatsApp on a Lumia 625 I cannot find the + sign needed for international calls. I have tried holding or double tapping the 0 button but that does not work. Though I have no problem with regular calls.
WhatsApp in Windows Phone does not ask for a phone number input anywhere other than your own number. The keyboard on "change your number" screen does not really have a "+" sign, but the first click on "0" will insert a "+" automatically in an empty international code field.
If you are experiencing the issue on another screen, you can type "00" instead of "+", as it will do the same thing.
Reported from Nokia Lumia 520.