Hit Points are calculated with a formula that involves strength, agility and endurance - endurance being the greatest factor. A character can increase his or her Hit Points by training in the skill of Body Development.
Mana Points are the sum of all the bonuses given by your character's mental stats. Intelligence, will and charisma all influence that number in an equal way.
Fatigue measures your exhaustion after continual running and fighting. To recover from fatigue, your character needs to rest.
Your character has an amount of physical stamina based on his or her strength, endurance and agility, and a mental stamina based on intelligence, will and charisma. When performing certain actions like running, jumping or fighting some physical stamina will be used. Casting spells will use mental stamina.
Each race has slightly different rates of consumption of physical and mental stamina, so some races may have more physical endurance while others may have more mental endurance.