The sections of your reports are listed in the right-hand navigation menu.
The statistics report summarizes your site from a numerical perspective.
The validation message frequency report summarizes the type and frequency of the validation messages Nikita found on your site. The validation message count report lists pages on your site alongside a count of the validation messages on each page so that you can see which pages have the most problems.
Hot links and hot pages alert you to which pages and links are most likely to need your attention. Hot headers list HTTP headers that violate standards.
A Live Query allows you to ask questions that aren't answered in the reports. Don't forget that you can also download your reports as HTML for offline viewing and download them as XML so you can slice & dice the data the way you want to.
Last but not least, the { – } thingies that you'll see on some pages open and close sections of the reports. Try 'em, you'll like 'em!