OxygenOS is the name of the slightly customized version of Android running on the OnePlus 2. One of those small customizations is a new feature OnePlus is calling Shelf.
Shelf is tucked away to the left side of your home screen, similar to the Google Now page on Nexus devices or Flipboard on Samsung devices. Within Shelf users can find shortcuts to frequently used apps, contacts, current weather conditions and your favorite widgets.
When you first set up the OnePlus 2 you're asked if you'd like to enable Shelf, but if you're like me and skipped right past it, you can always enable it after the fact by long-pressing on your home screen, then selecting Settings. From there you simply turn on Shelf, and return to your home screen.
Any time you want to view content stored in your Shelf, you can swipe to the right on your main home screen in order to reveal it. Your contacts and apps are displayed by default, but you can add or remove content to fit your use.
To edit your shelf, tap on the pencil icon at the top of the screen. Tap on the header image to change it, or the small + sign to add widgets to your shelf.
To remove an item from your shelf, you swipe right on it when edit mode is activated. (There's a Tinder joke ready to be made there, but I'm married so I have no idea what I'm talking about when it comes to Tinder etiquette.)
Adding a widget to the shelf is good idea, though I'm not sold on it quite yet. Most widgets look really bad when put into this context instead of displaying atop your home screen.