The limit is effectively defined by brackets and fixings you use and the type of wall you are fixing it to.
Make sure you get brackets and screws that can take the expected weight (plus a little bit more).
If you've got a brick/breeze block wall then (generally) the longer and fatter (size) the screw the more load it can bear - as long as you've used the correct size of rawlplug and drill bit for the hole.
If you've got a drywall (wooden studs and plasterboard) then make sure you screw the brackets into the studs. There are other questions on the site about how to find the location of studs.
Also using more brackets will spread the load so each bracket takes less of the weight thus allowing the shelf to hold more.
Finally make sure the material you choose for the shelf is capable of bearing the weight and won't bow (or even break) under the load. Real wood (or plywood) can take more weight than chipboard and thicker wood can take more weight than thinner.