There are 3 main stats heros have in Lords Online, they are strength, agility, and intelligence.
Strength inceases a hero's phys atack by 5 and phys defense by 4 and gives 2 hp per level. When a hero is garrisoned his strength helps construct buildings faster
Agility increases a heros phys and magic defenses by 2 points and hp by 1 point per level. When a hero is garrisoned his agility helps train troops faster
Intelligence increases a heros magic attack and magic defense and hp by 1/2 point per level. When a hero is garrisoned his intelligence helps lower upgrade costs.