Have you spent any time looking at the Hero Skills tree in the game?
You can find the tree by tapping your Heroes portrait (you recruit a Hero after building a Command Post which becomes available when your HQ is level 3) then tapping Hero Skills.
You'll gain Hero Skill points every time your Hero levels up, and there's a pretty sizable Skill Tree to spend your points on. Many of the Skills have prerequisites, and unless otherwise stated, you'll need 3 points in any Skills connected to the Skill you want to rank up.
Take some time to examine the different options! Be sure to note how much the +% bonus increases as you max out the Skill. Does anything stand out as incredibly useful to you? Have you already started working towards a goal with your Skill Points? If so, what kind of build are you trying?
Please discuss. I'm sure many players will want to know how to tackle this beast, so let's give them some tips!