Affinity is the main thing that you are after in Warframe. You win Warframe by doing missions and based on the missions difficulty you earn Affinity. It is also known as XP. As much enemies you are killing as much XP you gain. Somr missions can give low XP, some can give you for example, 20,000 XP.
Not to much to say about this, the health is not regenerating like in other games, but you can use shields to cover that and to live longer in battle. You can though replenish life by collecting red orbs that enemies leave behind after you kill them.
Unlike Health, Shields are regenerating after a short period and it is the only thing you have protecting from bullets. The bar is located near the Health bar in the left side.
This is not very used by beginners. It meant to be used later in the game. What it does it makes your life go down slower, but it doesn't show anywhere a life bar for it or anything that you could track it somehow, you just have it so you will die harder. This does not protect your shield, it only affects your health bar.
Energy is used for Warframe's abilities. You can replenish energy from picking up blue balls left by the dead enemies. If you don't have energy you can't use your Warframe's abilities. I like to call this mana when I am talking with my friends about Warframe.
I really don't know why a ninja robot from the future actually has stamina. I think this should not be in the game or it should be changed because you are losing stamina pretty fast if you are going into a mission using only melee. However, the good thing is that it regenerates by itself so you don't have to worry at this point in game about this. Not very important, each warframe has a stamina of eighty and I think there is one which starts with more, but I don't remeber its name.