What exactly does the P value when reporting a Mann-Whitney test mean? I'm performing some Mann-Whitney U tests on datasets for a project, and I'm a little confused about what the P value as shown in
this question means. Where it states for example
"(Mann–Whitney U = 10.5, n1 = n2 = 8, P < 0.05 two-tailed)" (and that "the significance level" should be included) as an inline reference to the test performed, does the P refer to the significance level? I've found critical values for my values of n1, n2 and U, but I'm not really sure what the P means in this context.
For example, in one of my tests I've obtained a U value of 28.5, a critical value for U at 0.05 significance level of 13, and thus concluded insufficient evidence to reject H0. In this case, when reporting the test, would I be stating P > 0.05 as the U value exceeded the critical value, or would I still be stating P < 0.05 just as the "significance level"?
I'd really appreciate some clarification, I haven't done much of this before.

You should be reporting the p < 0.05 as the significance level.  Recall, for a  critical value of $U_{\alpha, n1, n2}$ and given that the null hypothesis is true (the null hypothesis for the Mann-Whitney test is that the locations of the two distributions are equal), then $P(U_{sample} > U_{\alpha, n1, n2}) = \alpha$  If, as in your case, $U_{sample} > U_{0.05, n1, n2}$ then $p < 0.05$
