Heroes can be purchased and upgraded from the second tab, labeled by a person and an axe and colored blue. They provide you with autonomous gameplay, relieving you of the duty of tapping the screen in order to deal damage. While this is helpful, the great majority of damage that will be dealt will be via tapping the screen. Therefore, depending on heroes to play the game for you is not the best strategy.
Each Hero has 7 unlockable skills. These skills can be unlocked when the hero has been upgraded to the following levels: 10, 25, 50, 100, 200, 400, 800. Each skill grants a bonus or a boost to your gameplay via the increase of damage per second by some percentage or by increasing some other playable statistic.
All heroes can be evolved ONE TIME at level 1000, greatly increasing their DPS. Even if you level a hero to level 2,000 another prompt to evolve does NOT appear.
An evolved hero is marked with a golden frame.
Having all the existing heroes up to version 3.0.6 at level 800 gives total bonuses of: +145440% DPS, +230% Critical Damage, +816% ALL Damage, +470% Tap Damage, +7.3% DPS to Tap Damage, +452% Gold Dropped, +21% Critical Chance, +295% Treasure Chest Gold, and +2074% Damage on Boss
Note: DPS increase is applied only to that specific hero for which you leveled that skill for.