These are called Notification Badges. Most Android phones will support Notification Badge counts for Native Apps (GMail, SMS, Missed Calls), while others MAY support certain 3rd party apps (Facebook).
To achieve Notification Badges for ALL apps (native and 3rd party), I use a combination of apps: Missed It!, Nova Launcher, and to some extent, Light Flow. A walk-through would be too much to post here (since some users also balk at paying for 3rd party apps to do what should work natively). That said, I get notification badges for Kik, BBM, WhatsApp, Voxer, Skype, etc. in addition to E-Mail (I don't use GMail), SMS, Missed Calls, etc. and have the ability to do so for apps I haven't installed or been written yet if it uses the Android Notification System.