When you have a required set of equipment (only the quality matters), you can evolve your hero. This will grant your hero a new skill, but also removes all of their equipment and skill progress. You will essentially have to start again and build that hero up again by completing earlier missions. However, the new skill makes this a worthwhile thing to do. Because you do not need specific equipment, equip the worst pieces of equipment before evolving that hero. You will keep the best equipment and items. If you have a vial that increases gained experience, use it after evolving.