Customize the org-emphasis-alist
variable with M-x customize-variable. Find the list entry where the "marker character" is +
and choose the "Font-lock-face" option in the "Value menu" popup. Input the value of a face of your choosing, whose exact look you can customize the usual way, for example with M-x customize-face.
Or, more succinctly:
(require 'cl) ; for delete*
(setq org-emphasis-alist
(cons '("+" '(:strike-through t :foreground "gray"))
(delete* "+" org-emphasis-alist :key 'car :test 'equal)))