Gloves are used to protect your hands from opponent slashes. Gloves can be illegal if they do not have a palm in them.  They are mandatory in every league.

Shoulder pads are used to protect your shoulders, spin and sometimes down your arms.  They are mandatory. 

Rib pads protect your ribs.  They generally have a strap or two to hold it up.  They are not mandatory.

Elbow pads protect your elbows. They mainly extend form the top of the glove to the bottom of the shoulder pads.  They are mandatory. 

Shafts connect to the head. They are what is held by the player.  They come in three different sizes attack/midfield, defense, and goalie. 

The head is what holds the ball in the stick.  The head is held on to the shaft by a screw.  They come in two different sizes attack/midfield/defense and goalie.

The ball is the most important part of the game.  They come in a variety of colors, but in a game men use a white ball and women use a yellow ball.

The mesh is what holds the ball on to the head.  As you can see it comes in a verity of colors. They also make traditional which is made out of leather.