This figure represents the Pearson's correlations between module eigengenes defined at the previous step and the clinical traits available, as well as the associated p-values ( correlation (p-value)). The intensity of the color corresponds to the strength of the correlation (red and blue for positive and negative correlations respectively, see scale on the right side of the plot).
If the values are not easily readable it is possible to download them as a csv file by clicking on the Download Module Trait Association button and open it with your preferred software.
A useful check for module definitions can be performed here: there should be very few (if any) significant correlations between the grey module and the clinical traits, else the user should probably go back to the Network Construction step, tweak the parameters and compute the network and/or detect the modules again.