You can further improve your heroes by increasing their skill. This only affects their Special Skill and you see the effects each upgrade has before upgrading. In order to increase the level of your heroes' skill, you need SXP books (skill XP books) which can be found in hammer chests and obtained as various in-game rewards. The skills are also difficult to level up, so make sure that you're spending the resources on heroes that you are going to use often.