As you may have noticed, there are some advanced settings in the Coach's Office that will allow you to set a specific style based on certain criteria. The "Default Offensive Style" is the style the line plays if none of your advanced criteria is met.
Aggressive means that your line will play an aggressive forecheck, increasing your likelihood of scoring but at also increases the chances of your opponent scoring on you.
Medium means that your line will not be as aggressive and your defense will be more solid as well.
Conservative means that your line will focus on defense and not try hard to score goals.
Checking means your line will play a more physical game, hitting harder. The effects are that the line focuses less on offense and more on playing defense and getting turnovers. The checking style can also fatigue the opponents (in-game) slightly more, but also makes your line slightly more likely to commit penalties since they are playing more physically.