UU and OU
Underused and Overused are Tiers. Tiers seperate pokemon into battling divisions you can use a lower tier pokemon in an upper tiers but not the other way around. The official tiers on this site
EVs
Effort Values. These greatly influence stats. Info on EVs
Natures
These come with each Pokemon at the moment of hatching/encountering in wild battle/receiving. They influence by 10%. Details on Natures
I hope I helped :)