HP: Short for 'hit points'; the amount of damage they can take before being destroyed. Each mobile of a given level and class will have a predetermined amount of HP.
Attack Power: This category includes a mobile's overall, average damage output over the course of a game when considering only their unaided shots (S1, S2, and SS).
Mobility: Mostly a rating of how far a mobile can travel per turn, but some consideration of 'mount', or how steeply they can climb, is also factored in here.
Utility: This section is an overall rating of several things not encapsulated by 'raw stats'. It includes how much extra damage they can create with clouds, how strategically they can make use of items, how much land they can destroy/ how well they can achieve bungee shots, and how well they can give themselves advantage by positioning.
Learning Curve: This is a rating of how relatively easy or hard it is to use and ultimately master the mobile. The lower the stars, the easier they are to use, the higher the stars, the more practice it is going to take to become proficient compared to others.