General Shortcuts:

TEW = The Evil Within
SS = Single Segment
Seg = Segmented (Run)
NG = New Game (start from a New Game file)
NG+ = New Game+ (start with all unlockables, everything maxed out, etc. you can download a full NG+ Savestate for PC in the "Guides" section)
IGT = In-Game-Time(r)
RTA = Real Time Attack, using an external timer such as LiveSplit or Wsplit
FCP = Fighting Chance Pack (every TEW runner needs it! :P)
CH = Chapter, if you read CH3, CH10, etc. it simply means Chapter XX
CS = Cutscene, "watch CS, skip CS" etc.
RNG = Random Number Generator, you can simply call it luck. "The locker RNG (related to the items) is good today.
AI = Artificial Intelligence, simply means behavior and reactions of enemies and your partners.

Weapons:

Gun = "Normal" Handgun we receive when finding Connelly, you can't skip/miss it.
Bow = Agony Crossbow
SG or ShoGu = Shotgun
SR or just Rifle = Sniper Rifle
RL = Rocket Launcher, NG+ only.
Knuckles = Brass Knuckles, NG+ only
MG = Machine Gun, NG+ only