Hello and welcome to the Shard!
So seems like you aren't Cosmere aware. No problem. You see, most of Brandon's books are set in the same universe called Cosmere. Those books include Mistborn, The Stormlight Archive, Elantris, Warbreaker, White Sand, and a bunch of novellas, each set in a different world. Hoid is a guy who appears in all of the Cosmere series, in disguise (he's a worldhopper). For example Wit in stormlight archive is Hoid.
As for Shards, there was once a person or force or power of creation (not sure), Adonalsium, that was shattered into 16 pieces which are called the Shards of Adonalsium (or just Shards), which were taken up by 16 people (Shardholders or Vessels), each with a different "Intent" that the Shard is named after. For example Ruin in Mistborn, "Ruin" is his Intent and the Shardholder's name is Ati. These Shards invested themselves in different worlds, like Ruin and Preservation invested themselves in Scadrial. They are sort of like gods of the planets they invest in.
The Shardholders and Adonalsium and Hoid all belong from the planet Yolen as per WoBs (Words of Brandon). A lot of things like this aren't mentioned in any of the books but are told by Brandon Sanderson himself at book signings etc.
http://coppermind.net/wiki/Shard
http://coppermind.net/wiki/Hoid
these links might help understand further.
And have an upvote!