The number in front of the orbital (1, 2, 3, ...) is the prime quantum number $n$ determining the energy of the electron at the orbital (in the ideal case where the electrons do not have spin and only interact with the nucleus), according to,
\begin{equation}
E_{n}=-\frac{E_1}{n^2}, \;\;\; E_1 = \frac{mZ^2e^4}{2\hbar^2} \;\; (in\;Gauss\;units)
\end{equation}
The next letter (s, p, d, f) is the angular momentum number determining the angular momentum eigenvalue of the electron at that orbital. "$s$" means $l=0$, "$p$" means $l=1$, "$d$" means $l=2$ and "$f$" means $l=3$, from which the total angular momentum $L$ is obtained,
\begin{equation}
L=\hbar\sqrt{l(l+1)}
\end{equation}
The next axes letter ($x$, $y$, $z$) determines the direction of the angular momentum (that's not precisely true actually). For example "$p_x$" means $\vec{L}=\hbar\sqrt{2}\hat{x}$. For higher angular momenta, the degeneracy makes this analogy not useful. For the $n=3$ orbitals, for example, there are in total 9 possible orbitals (times 2 if we take into consideration the spin of the electron). From those 9 orbitals, 1 of them is the $2s$, 3 of them are the $3p_x$, $3p_y$ and $3p_z$ and 5 of them are the $3d$ orbitals. From those 5 $3d$ orbitals, the convention of symbolizing them as $z^2$, $xz$, $yz$, $xy$ and $x^2-y^2$ is kinda ambiguous but you can figure out the rules if you dig in some more. They have to do with the third quantum number, the magnetic quantum number $m$ determining the z-component of the total angular momentum accordning to,
\begin{equation}
L_{z}=\hbar m
\end{equation}
For example, $3d_{z^2}$ means $n=3$, $l=2$ and $m=0$.
Hope this helps!