Having a sufficient number of hands recorder in your HUD, how am I supposed to find leaks in my game? What are the questions I have to answer in order to check my game? Which are the values of reference of the stats?
The poker sites I've played offer me these stats:
Where applicable these are also displayed in terms of a percentage of the total number of relevant hands played.
In general, you'll play most hands in the BB position (1), fewer in the SB position (2) and fewer again in other positions (3). This would appear to be self-evident as blinds are in the late position.
I've heard it said that "good" stats for (3) & (4) are about 20% and 30% respectively but there is a wide amount of disagreement on this. Certainly it isn't something I pay too much attention to.
As for (5) and (6), you might think a high percentage of (5) would be good. Well, perhaps. But it might also indicate that you're not being aggressive enough with your premium hands.
A high number of pots won without showdown (6) might indicate that you're being too aggressive with your premium hands. If you have nuts, you want to be encouraging action knowing you've got your opponents beat.
When all is said and done, the true indicator is your stack. If this is going in the right direction, I wouldn't worry too much about what the stats tell you.
One of the easiest things you can look at is which hands are making money and which hands are losing money. Sort by number of blinds won/lost per hand type if you can, and then start at the bottom. These are the hands that are losing the most money and are very likely your worst leaks. You will probably be surprised at which hands you find here! Either stop playing the hands altogether, or consider HOW you play those hands and see if you can find a better way. Play a bunch more hands after making your adjustments, reevaluate and adjust again. Continue this cycle for as long as you play. There are tons of other things to look at, (including money won/lost by position at the table as Robbie mentions) but this one will get you started and have the biggest payback.
I have started doing a bit more analysis in my games. I load up HEM2 before a session and review a few tournaments from the day before.
I mainly look at the hands where I have lost the most money and see how it could have been avoided. Look for the following:
I also look at what HEM2 is telling me about my hands. If I shoved, is it telling me its a +EV shove or not?
For example shoving A2s from UTG is a stupid move, but if you shove it from the SB its +EV. That kind of thing.
Hope this helps.
TL;DR: Determine where you are on the loose/tight-passive/aggressive scale and adjust accordingly.
The following two articles helped me enormously - assuming your HUD is tracking your vpip and fpr: