You can implement it in two ways

1. Loading the elgg engine inside wordpress and then call the Elgg API's to list the contents you need. But this wont work out of box, because Elgg and WP share many functions in common and you will have conflicts.
2. Option two is to create a php page in the root of your Elgg install, load the elgg engine, use the Elgg API's elgg_list_entities() to list the contents you need, then create a WP function to read the contents of this file using curl/fread/file_get_contents and output it to your wp page. 

Dont forget to add the necessery CSS to your WP site.

Can Anyone please help me in this? I've poured over the different tables and I just can seem to find the place this data is being stored at. Nor can I see how to get it to my website home page.

" data is being stored (which tables)... "
is the wrong way to look at Elgg DataAccess ;-)
and makes it sound like yew not knows re:MVC;
if so - it's not that hard to grasp.
Here's some good starters for elgg know-how :-
http://docs.elgg.org/wiki/Main_Page
http://docs.elgg.org/wiki/Main_Page
http://docs.elgg.org/wiki/Engine/Functions

I'll look at those links thank you. And yes your right, I'm just a 2nd quarter Php student. Any help is appreated.

I'm using 1.8.6 And I have no third party plugins. I just installed it. I have changed anything except the logo.

@Mark Randall hostgator is our server's, many of elgg site's is installed on it and working prefectly, please upgrade your elgg 1.8.6 to 1.8.8

It's rather a server config issue. Check out if the GD php extension is installed and running on your server. Also, check if the open_basedir directive is used on your server. If yes, you need to include the Elgg data directory within the open_basedir list. Also check if the php variables upload_filesize and post_max_filesize in Elgg's .htaccess are large enough for the avatars (or other files) to be uploaded. Even if the variables are set to a good size in .htaccess, you also might want to make sure if the server might set hard limits (at lower values) in the server config or if the values defined in .htaccess are even used (for example when your server uses suphp you can't set php variables in .htaccess).