I choose you!

priority moves are moves like quick attack and protect.
nature raises and lowers stats

let me give a more detailed explanation: Priority moves have values like 1-4 and normal moves have a priority value of 0. the Priority moves with the higher number always move first, unless the priority level is the same, at which the Pokemon's Speed determines who attacks first. Priority moves do not come often, and the most used priority moves are usually Protect(-4) and quick attack(-1)

A nature determines a pokemon's stats slightly to about 10% more or less, for example, Lax increases Defense but lowers special defense, while Serious has no change at all. This is important for shiny and competitive users as it is a minor but useful stat change. It also determines what flavour a pokemon likes.

Another thing is the STAB, Same type attack bonus. Casual players don't know this often, but if you use a move the same type as your pokemon is has its attack doubled by 1.5X, so if you used Infernape(Fire/Fighting) and used ember(Fire) or drain punch(Fighting) it would deal more damage.
Moves like the incredibly useless soak change a enemy's type to water, rendering most STABs useless.

Then, we have the topic on abilities and hidden abilities. Most pokemon have 1 or 2 possible abilities, but can have them changed by a special item. Abilities can help(or delay) a pokemon's battle efforts, so use them carefully. Most people that have a Durant, a pokemon with the ability Truant( does nothing on every 2nd turn) use it to use Entrainment(make the selected pokemon have your attacking pokemon's ability) to give them Truant. Hidden abilities are abilities that cannot be obtained normally, thus the name. Some pokemon have their own special abilities for that specific type, like Stance change for Aegislash or Zen Mode for Darmanitan. Abilities vary, and a proper trainer knows how to use them well.

Priority moves are moves that always go first. Bulbapedia is a website that you can go on to look up priority moves, natures, and anything pokemon, really.