Typically the initial things you are going to look at to begin plugging leaks are:
VPIP - this is how many hands you are playing so it should give you an idea of if you are playing too tight or too loose, it'll naturally be a lot higher if you are playing 6max vs. full ring
PFR% - this is how often you are raising preflop, it should be as close to VPIP as you can get it, if there is a big gap, you are limping/calling to often preflop
PFAF - Post flop agression, anything less than say 2.5 and you are probably playing too passively, again checking calling too often instead of betting/raising
WTSD% and W$SD- Went to Showdown % and how often you win money when you get to showdown, this will tell you if you are going too deep in hands with marginal holdings
3bet%, 4bet%, Call3bet%, more stats showing how aggressive you are pre flop.
I believe there are a couple of good articles built right into HEM on using these stats to plug leaks and provide median ranges of these numbers for good players. The article might be a bit old at this point, but probably a good place to start.