Corsi - Corsi is the measure of ALL shot attempts for/against. Even if the shot is blocked, or misses the net, it is measured in Corsi. Corsi can be used as an effective proxy for possession. The theory behind using Corsi and Fenwick (see below) is that luck plays a significant factor in shooting percentages. Because of this, we measure the number of shot attempts for and against, as it's something that the players have much more control over. In the short term, Corsi or Fenwick aren't entirely effective; a team may dominate the game, but still lose. In the long term, however, Corsi and Fenwick are very effective, as the majority of the time they can be used
Fenwick - Fenwick is essentially the same measure as Corsi, but since shot blocking could be considered a skill, it removes shots that are blocked from the measurement.
OISH% - On Ice Shooting Percentage is the measure of shooting percentage of all shots taken, regardless of by whom, when a certain player is on the ice. It's useful in determining how effective a player is at 1) shooting and 2) setting up his teammates in high quality scoring areas. Usually luck plays a large factor in it, and it will regress to the mean from year to year (league average is about 8%)
OISV% - Same as above, only for save percentage.
PDO - PDO is = to OISH% + OISV%. It's typically a measure of luck, as PDO should balance out at around 100.
dCorsi - dCorsi is a measurement that accounts for context such as zone starts and quality of competition/teammates and gives a comprehensive Corsi stat by calculating an expected Corsi and measuring it against actual Corsi. It still has some quirks, such as the TOI quirk (players who receive low TOI, such as enforcers and fourth liners, have absurdly low expected Corsi, and as such their dCorsi may be higher than it should be. On the flip end, guys who eat up huge minutes (Drew Doughty, Jonathan Toews, etc.) have astronomical expected Corsi, and as such have a lower dCorsi.), but it is, for the most part, one of the best stats I've seen out there.
Hextally - Visual produced by war-on-ice.com . Gives us a view of the volume and location of shots generated by a player. Green is average, blue is below, and red is above. For shots against, blue is good. For shots for, red is good.
SAG - a shot attempt generated by a pass. If Barkov passes it to Huberdeau, and Huberdeau shoots, Barkov gets a SAG.
A2 SAG - a secondary shot attempt generated. If Jagr passes it to Barkov, who passes it to Huberdeau, who then shoots, Jagr gets an A2 SAG.
iCorsi - Individual shot attempts taken by a player.
CC - Corsi contribution, either a shot attempt, or a pass made by a player that leads to a shot attempt.
iSC - Individual scoring chance shot attempts taken by a player. Scoring chances are defined here.
SCC - scoring chance contribution, either a scoring chance shot attempt, or a pass made by a player into the home plate area that results in a shot attempt for that player's teammate.
CC%/SCC% - Contribution percentage, or the percent a player contribute to his team's production. If Player X contributed to 20 of his team's 50 shot attempts while he was on the ice (either by taking the shot attempts directly, or by generating them with passes), then his CC% would be 40%.
DZ/NZ - defensive zone or neutral zone.
OZ - offensive zone.
SC - scoring chance.
Note: Most stats have a "relative" companion; relative (rel for short) is how the team did with that particular player on the ice, versus with him off of the ice. Stats are also usually presented as a rate (ex. shot attempts per 60 minutes of ice time) to eliminate the issue of ice time when evaluating players.