What does (insert thing) mean?

Each dot represents an achievement. As you can see, at the time of the screenshot, I was missing 4 achievements, which would be equal to the 4 missing dots.
When playing co-op, you can see your teammates table of achievements on the right side.

These colors bars represents how you well you scored each level in that chapter.
Secret levels are not displayed.
Here is how the score works:


So, in the screenshot above, I have gotten the following scores:

• 2x A++
  
• 8x A
  
• 3x B
  
• 1x C

My teammate has only completed the 3 encore levels, where he got A in the two first, and A++ in the last one.

Some of this might be self-explanatory, but just to be sure, I'll go over each section of the Player Stats. Weapons highlighted in yellow means they're unlocked. The ones on the left are yours, and the ones on the right are the selected friends.
Below the weapons, theres a scrolling view of unlocked heads. Heads with a ? shows which heads you are yet to unlock, and the shape shows which shape.
Next up are the numbers next to your name.
That number is your Leaderboards, Global Ranking position.
The progress bar shows how much of the story you have completed. Completing all levels in solo normal mode will fill 25% of the bar, so to get it entirely filled up, you will need to complete the game 4 times.
The purple section symbolizes A++, while the green symbolizes A's, or completed levels.
To be honest, I'm not entirely sure on this one, but I will update the guide once I become wiser!
This is simply the total amount of gems collected.
I'm not entirely sure here, but I'm fairly confident that this shows how well you completed your boss levels and also indicates how many boss levels you have completed.
And at the very bottom you will see the character of the selected friend who you are currently stalking.

If you found this guide helpful and have some spare Steam Points, I'm a bit of a collector of the seasonal badges, so any awards are greatly appreciated <3