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The deltoids, or delts, are you outer shoulder muscles. They form a triangle from your shoulder that points down your upper arm, stopping 4-5" down. The deltoids are used to raise your arms in a wing-like motion, where your elbows go outward. Strong deltoids also protect your rotator cuff, the major joint in your shoulder. Stand with your feet shoulder length apart, with a dumbbell in each hand. Raise the dumbbells so that your arms are bent 90 and the weight is near your ears. Your palms should face forward. In one fluid, smooth motion, push your hands up to the sky as if you were surrendering. Slowly return the weight to your ears to complete one rep. Do 3 sets of 10-12 reps. A good starting weight is 10-15lbs. Let your arms hang by your sides, with feet shoulder width apart. With a dumbbell in each arm, bend your arms 90 at the elbow so that the weights are out in front of your body at roughly waist height. Lift your elbows up and to the sides, as if they were wings. Once your elbow is even with your shoulder, slowly lower them back down. Focus on keeping your lower arm and wrists firm and even with your elbow -- do not let them drop and put stress on your elbow joints. Do 3 sets of 10-12 reps. You can also keep your arms straight and use kettle bells, which hang from a handle, instead of dumbbells. You can do these with resistance bands as well. Stand on the center of the band with each hand holding an end. With your arms extended at your sides, lift your arms out to the sides, as if they were wings, then return them with control to your sides. Grab a barbell with both hands shoulder width apart. Stand up straight, holding the bar with your hands extended. Pull the bar straight up, along your torso, to your chin. Both elbows should point outwards when the bar is at your chin. Remember to keep your back and torso straight as you lift. Do 3 sets of 10-12 reps. You can also do this with cable weights. Set the cable to start from the ground and pull it up just like a barbell. Grab a dumbbell in one hand. With your back straight and your feet firmly planted. Your arm should be fully extended by your side. Raise the weight, arm extended, in front of your body until your elbow is at shoulder height in front of you. Slowly lower the weight back down. Do 3 sets of 10-12 reps with each arm. Do not let the weight rotate to either side, as this can cause joint damage. Do not bend your back or lean to make the exercise easier. The neutral grip means that your palms are both facing inward, towards each other. Grab the pull-up bar along the perpendicular grips, so that your thumb faces you and your pinkies face away. Pull your chest up to the bar so that your chin is even with your hands -- you will be at a roughly 45 angle with the ground. Slowly lower yourself back down, straightening your torso. Start with 3-5 reps, for as many sets as you can muster.

Summary:
Identify your deltoids. Do standing dumbbell presses. Do shoulder flies. Do upright rows. Do front arm raises. Do neutral grip chin-ups.