I've been meaning to add this to the natures page, will get round to it soon! In short, each "characteristic" or "behaviour" means that a particular stat (HP, Attack etc) is the higher than the others. Here's all the messages:
~ HP ~
Loves to eat
Often dozes off
Often scatters things
Scatters things often
Likes to relax
~ Attack ~
Proud of its power
Likes to thrash about
A little quick tempered
Likes to fight
Quick tempered
~ Defense ~
Sturdy body
Capable of taking hits
Highly persistent
Good endurance
Good perserverance
~ Special Attack ~
Highly curious
Mischievous
Thoroughly cunning
Often lost in thought
Very finicky
~ Special Defense ~
Strong willed
Somewhat vain
Strongly defiant
Hates to lose
Somewhat stubborn
~ Speed ~
Likes to run
Alert to sounds
Impetuous and silly
Somewhat of a clown
Quick to flee
Now listed here: http://pokemondb.net/nature
