Well, the most comprehensive sources would be the FAQs and turorials of one of the tracker programs, either of Pokerstrategy's elephant, Hold'em Manager,
or PokerTracker 3.
There are MANY stats.
But you can start by understanding the most important and simple ones first:
http://www.pokerlistings.com/strategy/beginner/seven-key-poker-stats-explained
As to the HUD percentages, well, you can determine which stats appear on the HUD and how, but first, learn what they mean in the tracker program.
For other stats, you can read more on the tutorial sections of the tracker programs.