The stats of a unit refers to a unit's attack, health, range, etc. There are 7 different stats: attack, defence, movement, range, health, cost, and skills. The stats of a unit depend on what kind of unit it is. For example, most melee units will have higher health and defence than most ranged units.
Attack refers to how much damage a unit does. A unit's attack damage decreases as the unit gets damaged. For example, a warrior with 10 health and 2 attack will deal 5 damage to another warrior, but a warrior with 3 health will only deal 2 damage to another warrior. For more in-depth information about attacking, visit the Combat page.
Defence refers to how much damage a unit will do after being attacked. Defence damage also decreases as the unit loses health. A warrior with 2 defence and 10 health will deal 5 damage to another warrior if attacked, but a warrior with 3 health will only deal 2 damage if attacked by another warrior. Defence also determines how much damage a unit takes. A defender, which has 3 defence, will take usually less damage than a warrior, which has 2 defence. Cities and some terrain types will give certain defence (as in damage taken) bonuses after researching the right technology or choosing the right upgrade.
Movement determines how far a unit can move per turn. A knight, with movement 3, can move 3 field tiles per turn. However, certain tiles require certain movement points. For example, forests require 2 movement points, so a knight can only move 1 forest and 1 field per turn. You can decrease the movement cost of any terrain by putting a road on it.
Range determines how far a unit can attack. An archer, which has range 2, can attack any unit that is 2 tiles away. Range is calculated starting from the tile in front of the unit to the tile that the enemy unit is on.
Health refers to the amount of damage a unit can take. As stated above, it also determines the attack and defence(as in defensive damage) of a unit. Units can replenish health by using the recover ability, which will replenish 4 health if the unit is in your territory or 2 health if the unit is not in your territory, or by using the Heal Others ability of the Mind Bender.
Skills refer to the skills of a unit. Units can have various skills, such as ability to attack after moving (Dash) or the ability to move after attacking (Escape). For a more detailed explanation, visit the Unit Skills page.