I dont have every number in my head but essentially:
Kicking increase Short- and Long Passing skill, Shot Accuracy and Shot Technique, FK Accuracy and Swerve. It also adds a little to Attack.
Dribbling increases Dribble Accuracy and Dribble Speed, as well as contributing to Technique.
Power increases Shot Power, Header and Jump. It also adds to your Short/Long pass speed stats.
Stamina is self explanatory.
Balance increases your defense and body balance. It might increase Jump aswell, I really dont know.
Speed increase Top Speed, Acceleration and Response. I might be wrong but I think it adds a little to Technique
I might be wrong on several points but those are the basics. You'll probably find a more exact and correct list somewhere on these forums.