Individual Values are hidden numbers that each Pokemon has which determine how strong they are compared to other Pokemon of the same species. They are also known as DVs (Determinate Values) in Generation 1 and 2.
Effort Values are points earned after catching your Pokemon that will increase its stats. In Generations 1 and 2 they work a bit differently and are usually called Stat Experience.
Each Pokemon species/form has a set of base stats which are used to calculate the stats it receives as it levels up.
Natures were added in Generation 3. Most natures will increase one stat by 10% and decrease another by 10%, although some do nothing at all.
Affinity Values are the replacement for EVs in the Pokemon Let's Go series. Each AV increases its corresponding stat by 1.
Also known as friendship, this stat will boost your Pokemons power by up to 10% in Pokemon Let's Go.
Introduced in Generation 8, dynamaxing temporarily super-sizes a Pokémon and increases its stats.