When someone follows or adds you to their circle you get a notification email (if you have enabled notifications settings for adds me to a circle) saying <name> added you on Google+.
Notification setting under Google+ account settings for Adds me to a circle
Now you can add the person who added you (following you) by just hovering over Add to circles button in the notification mail within Gmail. Previously you have to click on the button and have to leave Gmail and goto Google+ to add to circles.
This feature cuts down a extra step that was required before and gets the job done without leaving gmail.