Status effects
17 effects the game can put on you, with the description it shows and the colour it uses for the bar. Each builds up to a threshold before it bites; food, potions and shelter clear them.
Most of these are bars that fill. Bleeding, Poison, Chilled, Scorch, Soulscourge and Wither all build from repeated hits or from standing in the wrong place, and nothing happens until the bar is full: then a bleed takes a large chunk of health at once, poison starts ticking every second, chilled becomes frozen, soulscourge shreds you continually, and scorch drains health and hydration together. Get out of the source and the bar drains on its own, so the usual answer is to break contact before it tops out rather than to cure it after. Burning is the exception: it ticks fire damage from the first second.
The rest are plain modifiers. Cold cuts maximum stamina, stamina recovery and movement speed, Shock weakens stamina, Slow stops sprinting, and Encumbered (over your carry weight) stops running and jumping and slows stamina regen. On the good side, Sheltered means you are under a roof, Cosiness and Well Rested stop hydration, sustenance and rest from wearing down, Health Regen marks healing over time, and Prayer is the blessing from a prayer altar. Each entry below carries the game's own description and the colours it uses for the bar.