Each hero has primary statistics, commonly referred to as stats. There are six primary stats and they refer to various aspects of your hero; they are "Strength", "Quickness", "Vitality", "Cunning", "Spirit", and "Appeal". Each class has primary stats associated with it that are easier to train, considered important for that class. There are also stats in which they receive a penalty when training, often considered not as important for the class. So why would you train them? Let's take a look at mages....
They excel at cunning and spirit being that they are magically oriented. Their strength, quickness, and vitality are harder for them to train as a mage typically spends their time nose in a tome. However, a mage may want to spend some training points to train vitality to help boost their hitpoint pool. Or perhaps they want to boost their strength or quickness because they have decided to cross-train a knight or bandit skill.
Strength is often considered the ultimate melee stat, as it is usually tied in to calculations and rolls regarding muscles, physical power, and melee damage.
Quickness is often used to calculate things such as reflexes, balance, speed, and agility. Often this is considered a primary stat for stealth classes.
Vitality represents your characters stamina and health. A higher vitality leads to higher health points, and ability to recover from poisons and things requiring checks against your fortitude.
Cunning determines your mental capabilities. While commonly associated with mages for spell damage and the like, it is useful for everybody as mental acuity helps in your training of abilities.
Spirit is your hero's link to the higher powers that they worship. It is from the higher powers that they are given magical abilities.
Appeal is often a stat that is considered weak among many classes, however it can still be quite helpful. Appeal can help with your haggling skills, or even your charming nature.
Many actions and things in your hero's life are affected by their primary stats. Often referred to as "ability mods" or "stat mods", when a roll is made against a primary stat, you will have a modifier come in to play on your roll. The modifier can be a bonus or a penalty based on the stat it is rolled against.
As you can see above, the modifier table currently starts with 1 and ranges all the way to 99. For instance, when you level up you receive health added to your health pool. This is based on the vitality modifier. A hero with an average starting stat of 10-12, will receive no bonus or penalty when they level up. But let's pretend you have leveled up and invested some training points into vitality and your current vitality is 23. When you level, your will receive an additional +4 to your health point roll, resulting in an automatic extra 4 HP. This modifier table is used across many, many calcluations, so keep that in mind when deciding what to invest training points in.