A pick-up-and-play game is a slang term used to describe a game that is easy to learn. The name comes from the idea that anyone could "pick it up" instantly and then "play" on a comfortable level in a few seconds. Pick up and play games need good, simple, controls, clear objectives, and a very small learning curve. Most arcade style games can be described as "pick up and play".
Complicated games that require gamers to learn controls, memorize long button combos, deal with the high difficulty and run the ropes for an hour are not pick up and play type games. They are pick up and figure out for a few days and play.