What is statistics? According to Oxford Dictionary of English, it is "the practice or science of collecting and analyzing numerical data in large quantities, especially for the purpose of inferring proportions in a whole from those in a representative sample
Here is an example of statistics.
Tourism Indicators by Destination British Columbia.
Why statistics is important to research?
This video below from Statistics Canada gives you an overview.
What statistics can do for you?
Resources for using and writing statistics in your research
Why do you need to evaluate statistics?
There is a such thing as false statistics. Just like any other kind of sources, you need to evaluate the statistical resources you find before using them. You can use the CARS checklist by Robert Harris to evaluate the statistics you find online.
This guide, How to Evaluate Bad Statistics and Research Method by SUNY Empire State College, gives you some tips on how to evaluate statistics.