The following three quotations give you an idea what are the stylized facts. For more about stylized facts you may read in the references listed below.

Stylized fact
A fact of the real world simplified and made more abstract to be usable in an economic model.Nicholas Kaldor, 1961

A set of properties, common across may instruments, markets and time periods, has been observed by independent studies and classified as ‘stylized facts‘. Rama Cont, 2001

A stylized fact is a term in economics used to refer to empirical findings that are so consistent across markets that they are accepted as truth. Martin Sewell, 2011

Useful web page: http://finance.martinsewell.com/stylized-facts/

References

Abad, L. A., & Khalifa, K. (2015). What are stylized facts? Journal of Economic Methodology, 22(2), 143-156.

Cont, R. (2001). Empirical properties of asset returns: Stylized facts and statistical issues. Quantitative Finance, 1(2), 223–236. doi:10.1080/713665670

Sewell, M. (2011). Characterization of financial time series. Research Note RN/11/01. UCL Department of Computer Science. [pdf]

Kaldor, N. (1961). Capital accumulation and economic growth. In F. Lutz (Ed.) The theory of capital (pp. 177-222). Proceedings of a Conference held by the IEA, London: Macmillan.