If you got the idea that $+\infty$ is the concept of arbitrarily large numbers, then you got the wrong idea. There are relationships, though; for example, $+\infty$ represents the 'limiting' behavior of "arbitrarily large positive numbers" in the same fashion that $0$ represents the 'limiting' behavior of "arbitrarily small positive numbers".
The right (IMHO) way treat $+\infty$ in the way it's used in calculus is by the extended real numbers. The extended real numbers comprise all ordinary real numbers, and two additional numbers which we call $+\infty$ and $-\infty$.
It turns out that, in this setting, $\lim_{x \to +\infty} f(x) = L$ or $\lim_{x \to a} f(x) = +\infty$ means exactly the same thing as any other limit... once we pass to the general topological notion of limit.
In the more general setting, rather than having an $\epsilon$ or a $\delta$ that says how far some number can be from some other number, we instead consider the idea of an open set or an open neighborhood. The definition of a limit is:
$\lim_{x \to a} f(x) = L$ if and only if, for every open neighborhood $U$ containing $L$, there exists an open neighborhood $V$ containing $a$, such that for every $x \in V$ such that $x \neq a$, we have $f(x) \in U$.
In the standard real numbers, we can choose to define "open neighborhood" to mean "open interval". So every neighborhood looks like $(a,b)$: e.g. $(L - \epsilon, L + \epsilon)$ is an open neighborhood when $\epsilon > 0$. Hopefully it's clear how the general notion of limit reduces to the version you learned in elementary calculus!
When using the extended real numbers, we also take $(a, +\infty]$ and $[-\infty, a)$ as open neighborhoods (where $a$ is an ordinary real number). So,
$$\lim_{x \to +\infty} f(x) = L$$
Means, after a little bit of rewriting and simplification,
For every $\epsilon > 0$, there exists an $N$ such that for every (ordinary) real number $x > N$ we have $|f(x) - L| < \epsilon$
which is exactly what you learned in elementary calculus!