Units have different stats, such as attack, health, and range, that vary depending on the type of unit. (For example, most melee units will have a higher defence stat than most ranged units.) To see how these stats interact, see the Combat page.
Units also have different skills.
Attack refers to how much damage a unit does. However, the number next to the stat is not the same as the dealt damage. 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.
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.
Essentially, a unit's Movement stat determines how many “moves” it has in one turn. (A unit with 0.5 moves remaining will still be able to take a step that requires 1 move.) Movement from “normal” tiles, such as Fields, takes 1 move. Movement between two tiles with Roads requires only 0.5 moves, even if one or both of these tiles are Forests. Units cannot move through “terminal” tiles. For land units, these are Forests, Mountains, and any adjacent to enemy units. (Climbing needs to be researched before units can move onto Mountains.) Units cannot move into/through the fog of war. Land units cannot move further after moving onto a Port (which can only be done after Sailing is researched). For Polaris: if Polarism is researched, land units gain 1 extra move when they step onto Ice for the first time.
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.