(Note from Pat: This still needs some organizing, but I wanted to finally push it public. Any suggestions you have for things that I haven't included or things that aren't clear enough, please put in the comments. As I organize this tonight, it should emerge in its permanent form on the site's top menu.)
I've been asked in the past to put together a compendium of stats and terms that I use on a regular basis all in one place for easy reference. I'm more than happy to do so, but before I do it's only right that I acknowledge my own sources of knowledge. First off, this will probably be heavily inspired by Fire Joe Morgan's glossary, which was a tremendous (see what I did there?) resource of both new and traditional stats. They weren't real sabermetricians at FJM (then again, hey, neither am I!), but they were good at pointed out flawed arguments by stubborn writers and making people laugh about them.
Second, I want to point you towards the glossaries at FanGraphs, The Hardball Times, and Baseball Prospectus. Many, or maybe all, of the stats that I use a lot at WHYGAVS originated on one of those three sites, so they can often explain them better than I can. I'll point you back to each site for their respective stats, but they all need acknowledged up front because they are the sites that are changing the way people think about baseball. Without their analysis and hard work we're here talking about why Andy LaRoche sucks because of his .258 batting average, not debating his UZR, WAR, positional relavance, ability to adapt to second base, etc. I am far from an expert on these things; if you really want to learn about them you should go to the source.
Finally, Baseball-Reference.com. Greatest site in the universe. Unless I specifically point out FanGraphs, The Hardball Times, or Baseball Prospectus, my stats come from them.