I don't have details, but it's a place for you to start digging.
.Xauthority - X11 forwarding related
.xsession-errors - holds errors caused during the start of X Windows
.recently-used-xbel - not sure, seems to be GIMP related. So probably the GIMP recently opened images
.recently-used - Gnome's recently opened documents (Places >> Recent Documents)
.pulse-cookie - maybe pulseaudio related?
.lesshst - no idea
.ICEauthority - don't know
.gksu.lock - this is a lock file for gksu (Gtk+ frontend to su and sudo)
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