Can anyone tell what is the difference between these two stats, First Service & First Service won? I am confused about these 2 statistics.
I do not have any official source but the way I remember it from watching tennis on TV:
First service says what percent of the player's serves were successful. (He did not have to play the second service.) First serve percentage seems to be more apt description.
First service won is the percentage of the points, where the player successfully made the first service, that were won by the serving player. First service points won is perhaps a better description of this statistics.
I have also found this question on Yahoo Answers, where these two statistics (and some others) are explained: Need clarification in Tennis?
Martin is completely correct "First Service" is the percentage of first serves that were not a fault, and "First Service Won" is the percentage of points you've won on first serves that weren't faults.
For the record, the first statistic is pretty much completely useless in professional tennis. This article is about two years old, but it illustrates how little a difference there is in the upper echelon for first serve percentage - less than 1% difference between #1 and #100. Additionally, it should be noted that the "Second Serve Points Won" statistic does not count double faults as a point lost, as it's seen that there was no (valid) second serve, and the Faults statistic serves that purpose already.