I think the Wikipedia explains it quite well. Quantum numbers are eigenvalues of conserved quantities, i.e., the operator representing such a quantity commutes with the Hamiltonian and thus can be diagonalized simultaneously with the Hamiltonian. If you are lucky, and your system has enough symmetries you can find a complete compatible set of conserved quantities. Then you have a complete orthonormal basis characterized by the energy eigenvalue and a set of "quantum numbers".
In the most simple case of the hydrogen atom the spin-orbit coupling occurs when you take into account the interaction of the electron with the magnetic field due to the proton's motion in the (momentaneous) restframe of the electron. Famously one has to take into account also the Thomas precession, which is a relativistic effect important also in the non-relativistic limit, correcting the naive spin-orbit coupling term by a factor 1/2 (solving the enigma of the anomalous Zeeman effect making it consistent with the gyro-factor 2 of the spin-magnetic eigenmoment of the electron on the one hand and the measured value of the Zeeman-doublet splitting of atomic spectral lines). So finally you get a term
$$\hat{H}_{\text{LS}} = \frac{\mu_{\text{B}}}{\hbar c^2 m e} \frac{1}{r} \partial_r U(r) \vec{L} \cdot \vec{S}.$$
Now the Hamiltonian does not commute anymore with ##L_z## and ##S_z## but only with the total angular-momentum component ##J_z=L_z+S_z##, i.e., now "good quantum numbers" (which means they are eigenvalues of conserved quantities) are ##\vec{L}^2##, ##\vec{S}^2##, ##\vec{J}^2##, and ##J_z##, and of course the energy eigenvalue ##E## itself but no longer ##L_z## and ##S_z##, because these operators cannot anymore diagonalized simultaneously with the Hamiltonian.
Note that for a complete treatment of the fine structure with leading-order perturbation theory you have to take into account also the leading-order corrections of the kinetic-energy piece of the Hamiltonian due to relativity as well as the "Darwin term". The correction is of order ##\alpha^2## relative to the "unperturbed" energy eigenvalues of the H atom, which are themselves of order ##\alpha^2##.