You find an NPC trainer that specializes in the stat or skill that you wish to raise, and train with them. To accomplish this you need to have a certain amount of coin to pay them, and Progression Points. PPs are awarded to you upon completion of quests and successful operations such as fighting, mining, etc. For every PP that you spend with an NPC trainer you need to offer a certain amount of tria, and it raises your stat or skill by a small amount. Train enough, and that stat or skill will rank up. You can find more information on training within our stickied
Gameplay FAQ, and of course the
Player Guide.