Shock, Freeze, and Ignite are normally applied only on critical hits. Chill is applied on normal hits. You can also get "% chance to Shock/Freeze/Ignite on hit" through passives, skill effects, etc. or other means. This allows you to apply these ailments with non-critical hits as well.
Dealing more damage of the corresponding element (as a portion of the target's "ailment threshold", usually equal to their life) means that a more powerful instance of the ailment will be applied. An ailment is only applied if it reaches a minimum level of power. The "power" of an ailment translates to:
- the damage multiplier caused by Shock
- the % slow applied by Chill
- the duration of Freeze
- the damage dealt by Ignite
Because critical hits deal more damage and thus inflict stronger ailments, it is usually more effective to invest in critical hit chance, rather than chance to apply ailments by other means. You can also scale up the power of ailments you inflict though "% increased effect of Shock", "% increased effect of non-damaging ailments", and similar stats.
Apart from the basic elemental ailments, there are ailments like Bleed and Poison which cannot be applied innately, and require you to use special skills, gear, or passives to apply.
Stun (which is similar, but not technically considered an ailment) can be applied by regular hits. Stronger hits have a higher chance of inflicting stun. The duration is fixed regardless of the amount of damage, but can be scaled with stats like "% increased Stun duration on enemies".
You can find more details about the ailments on the PoE gamepedia:
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Dark orange on the map denotes the entrance/exit to another floor, light orange shows either a doorway, or bridge in the dungeon. I find they tend to help me find my way around much easier as I can keep an eye out for the next area I'm supposed to be going using them as markers.