One of the properties your character owns is a training room, which offers training (in the form of mini-games) for each of his heroic statistics. While the Strength and Block mini-games are unlocked during the tutorial, you must pay a small fee (1 Ag or less) to unlock the other three.
The training room can also be upgraded, for ever-increasing amounts of money, to "learn faster". In effect, this means you earn more experience points (or "XP") for each session of training, allowing you to gain levels more quickly.