Stats

Strength: This shows how much damage you do with your pointy weapon. It also regulates how much you can carry, and factors into your HP.
Increased by: fighting, training at the Simbani Village

Intelligence: Your total brain power. This factors into MP, and tells how powerful your magic is.
Increased by: using magic, playing games with Yesufu, solving puzzles

Agility: How catlike your reflexes are. The higher this is, the more balanced you are. Factors into your SP.
Increased by: using the Wrestling Bridge, using Thief Skills

Vitality: This is DEFINITELY the most important ability of them all! This shows how much endurance you have. Factors into your HP and SP.
Increased by: any physical action (especially fighting)

Luck: I have NO idea what this does. I'll put it up when I find out.
Increased by: doing anything

Weapon Use: This shows how good you are with sticking your pointy-thingy into the enemy-thingy. Fighters and Paladins are GOOD with this.
Increased by: fighting

Parry: This is how well you block attacks with a shield (or weapon). I don't really use defense that much, to tell the truth.
Increased by: parrying in combat

Dodge: How well you can move to the side of an attack. Dodge is more useful than Parry, if you ask me.
Increased by: dodging attacks in combat

Pick Locks: The first thief skill. This shows how good you are at picking locks. Unfortunately, you can't practice it.
Increased by: picking locks (sadly, there are only a few locks)

Stealth: This measures your sneaking abilities. You need these to steal stuff without waking up the neighborhood.
Increased by: sneaking around

Throwing: You need to know how to throw stuff before you can use it. Therefore, Fighters and Thieves need this skill badly.
Increased by: throwing stuff at the Simbani target

Climbing: If the impenetrable fortress has a wall, you have to climb it. Thieves need this skill desperately.
Increased by: climbing stuff

Magic: If you're a Wizard, then you need magic. This is required in order to use magic, and factors into your MP.
Increased by: casting spells

Communication: Your hero needs to talk better than a rock on the ground if he's going to get anywhere. This works into your bagaining.
Increased by: talking to people

Honor: The measure of how good a guy you are. This cannot be increased in the beginning, and is VERY important for Paladins.
Increased by: doing good deeds.

Hit Points (HP): Your total life. When it hits zero, you're dead. So try to keep it above zero, okay?

Stamina Points (SP): Your physical endurance. After all, you can only take so much before you collapse. This is used up with every physical action you perform, and if it runs out, physically doing anything drains your HP.

Mana Points (MP): The power of magic requires Mana in order to work correctly. This goes down with every spell you cast.