Each Dweller has their stats called S.P.E.C.I.A.L. They stand for:
Strength
Perception
Endurance
Charisma
Intelligence
Agility
Luck
S.P.E.C.I.A.L stats determines your dwellers' effectiveness when working in your Resource Rooms. For example, Dwellers with high Strength stats perform better in Power generating rooms, those with high Perception work well in Water Filtration Rooms, and so on. They'll be able to generate resources faster and lessen the risk of incidents when rushing the rooms they're in. You can boost these stats by giving them Outfits. As your dwellers work in these rooms, they'll earn experience and level up.
Bonus Tip: Luck affects the probability of collecting resources.