This is an attempt to gather the various repeatedly used shorthand which has a specific meaning within Mob circles.
Our friend - Used throughout the series, for any 'public' discussion, to indicate another made man, although usually as a target, and therefore not a friend. Followed by a geographical, physical or professional descriptor to specify.
Sit-down - Used throughout the series, a negotiated, formal meeting between made men brokered by a third, to air grievances or settle outstanding scores. Often called in order to head off the probability of a hit being taken out. As a form of parlay, there is an understanding that there will be no violence at or around the meeting, irrespective of the outcome.
You do what you gotta do. - Butch DeConcini in "Made in America", concerning Tony's intention to whack Phil Leotardo. This is an implicit promise of non-interference and a similar guarantee that there will be no retribution. The speaker will probably not actively support, and may even criticize verbally, the hit after the event, but they won't participate in avenging it.
popped my cherry / made my bones - Used throughout the series when speaking of someone's first kill.
Rat - a mafioso-turned-government informant/witness
Flipped - turned government witness
Box of ziti - $1,000. Tony Soprano and Christopher Moltisanti in "The Happy Wanderer" - Tony tells Christopher to get "five boxes of ziti" for David Scatino. In the morning, Christopher tells Tony that David is down "forty-five boxes of ziti".
Guest of the Government - referring to someone doing prison time. Jackie Aprile Sr said this while speaking about boss Ercoli "Eckley" DiMeo in "46 Long" and Albert Barese said it while speaking about his brother Larry in "The Knight in White Satin Armor".
Eating alone - not sharing the wealth. Family Capo's Jimmy Altieri, Larry Barese and Ray Curto accuse newly appointed boss Junior Soprano of this during a meeting with Tony Soprano at Satriale's in "Pax Soprano".