The term 'stem' when it comes to Japanese usually refers to the so-called 連用形 'continuative form' of a verb. In Modern Japanese, there are two types of verbs (outside of exceptions), 一段 'ichidan' and 五段 'godan'. The first ones are sometimes called 'ru-verbs' and the second ones 'u-verbs' since the first type always end in る. In the case of 一段 verbs, the stem is found by dropping る, for instance 閉める becomes 閉め. In the case of 五段 verb, change the last 'u' hiragana into its corresponding 'i' hiragana, for instance 買う becomes 買い.
This is usually what is called the 'stem' of the verb. Your book seems to use the word 'stem' more generally to refer to any kind of verb base, which is somewhat unusual. In this case, it is referring to the 未然形, the verb base associated with the negative form in Japanese (among other things). For 一段 verbs, nothing changes but for 五段 verbs, you need to change the last 'u' hiragana into its corresponding 'a' hiragana. There is one exception: if the final hiragana is う, we use わ instead to avoid having clashing vowel sounds, for instance 買う becomes 買わ(+ない in the negative). This is what your textbook is referring to, and it's true for the other verbs you list: 言う becomes 言わない, 思う becomes 思わない, etc. Notice how the 'w' sounds is in between the kanji and the okurigana, I assume this is why they wrote it -w-.
If you would like to know more about the 連用形, the stem of Japanese verbs, please check this question.