Cannot implicitly convert type 'Int' to 'T'

You should be able to just use Convert.ChangeType() instead of your custom code:

public T Get<T>(Stats type) where T : IConvertible
{
    return (T) Convert.ChangeType(PlayerStats[type], typeof(T));
}

Any time you find yourself switching on a type in a generic you are almost certainly doing something wrong. Generics should be generic; they should operate identically completely independent of the type.

If T can only be int or string then don't write your code this way at all in the first place. Write two methods, one that returns an int and one that returns a string.