Hero Attributes:

Politics: The higher a "Mayor" hero's politics, the faster the construction of your buildings, training of troops and research time. And your mayor gets experience for all of those. So remember to "upgrade" them occasionally and boost their politics level attribute.

Attack: The higher the attack level of a hero, the better your attacks and defense are. So remember to "upgrade" them occasionally and boost their Attack level attribute.

Intelligence: The higher the intelligence of a hero, the more information comes back if you send a hero with your scouts. And I think (I may be wrong on this) sending a hero with a scouting mission increases the Informatics level by 1. So remember to "upgrade" them occasionally and boost their Intelligence level attribute.

Remember... you can't kill heroes. And they always survive an attack. And they can be captured when attacking valleys.