You gain various amounts of experience, depending on the difficulty level you have chosen. However, you should be able to develop your character quite quickly. Development is about increasing the value of one of the suggested parameters. These are both passive and activated skills (perks), which are important, e.g. for combat (but also there is a perk that boosts your profits from trade).
You gain experience by completing various missions, especially those received from NPCs and in the city hall. However, you gain the most experience by fighting your opponents. This is why it is sometimes a good idea to fight the bandits off, instead of trying to escape them, or pay them to let you go.
You can find new crew members, i.e. guards, nearly on every train station, and also in camps. In a way, the number of crew members is unlimited - you can hire a guard and leave him on a station, and pick him for a specific mission later on. Sometimes, it is a good idea to travel with only one, low level guard, if you for example transport smuggling and you fear arrest - you can then place in jail this, somewhat unnecessary guard.
The number of characters on your crew depends on the capacity of crew carriage. You can attach only one carriage of this type to the locomotive, which is why you should search to buy a more sizeable one, if you want to increase your security.
What you should predominantly take into consideration, while assembling your crew, is character level (the number visible on the character's portrait). Leveling up takes a lot of time, at higher difficulty levels and it makes more sense to replace them, instead of leveling them up. Especially former military men in Army camps, make good crew members. You must know that you can have four members of your family as a part of your team in the storyline (for free) when you complete a quest for them and you have space in your carriage (sometimes, after completing a quest they can randomly go to a different city).
While assembling the crew, it is a good idea to take several factors into consideration. With three crew members, it is a good idea to have one that performs support actions (healing, fixing carriages). You should know that passengers can put out fires - you also control them during fight, which is why skill development is not that important. Sometimes, one of the passengers may have a gun, or be a doctor, which is a good argument for, at least, one passenger carriage.
Hint: look at the skills. You can have only one activated skill out of the three available at the moment so try to specialize your heroes. Developing your unused skills is also useful but in order to use them to the fullest you must, during a stop, change the action that you perform after activating the button during a fight.
When you level up Intelligence you are able to get new skills (maximum 3, although unique companions, generated randomly, can have more of them). Each skill boosts your abilities in using a given type of weapon or gives you additional skills (e.g. repair, healing). Each skill is passive and you can select a dominating one that can be used as an active skill during fights as a special skill that recharges over time.
Marksman - increases your ability to use shotguns (a long-range weapon with great firepower, although its fire rate is low). Leveling up this skill increases rate of fire and accuracy. As a special skill it allows you to have one additional shot without reloading that deals more damage and has 100% chances to deal critical damage.
Mechanic - allows your hero to fix holes in a carriage (a hole can appear only after sustaining heavy damage). Leveling this skill allows you to increase the amount of damage that can be repaired (number of carried materials, restored to its maximum amount when you visit a city) and how fast your character can repair damage. As a special skill it can increase the speed of repairs for a certain amount of time. It is worth to have one hero with this skill but rather as an additional one (without using it as a special skill).
Firefighter - increases the speed of extinguishing a fire. A special skill increases this speed even more. It is not worth to get this skill and upgrade it because every hero (and passengers) can put out fire. If you start extinguishing it right after it appears then everyone will manage to put it out.
Engineer - the choice of this skill is based on your needs (it depends on which difficulty level you play, do you want to frequently participate in armed conflicts). Increases your train's resistance to damage. A special skill allows you to make turns during escapes and receiving less damage when you are turning faster than you should - useful only during escapes.
Archer - archery is the domain of Natives and the same goes for companions from this ethnic group. It is a weapon with a rather small fire rate and damage but it has a high critical damage multiplier (this is the parameter that is increased when you develop this skill). A special skill allows you to poison an enemy by using toxin that reduces health of your enemy for a few seconds by a certain amount.
Gunslinger - if you want your hero to use revolvers then you should upgrade this skill. It is a short-range weapon with a higher critical multiplier than a shotgun, high fire rate and medium damage (the same goes for accuracy). It is a default weapon for the main character, Walter. A special skill allows you to increase damage and critical multiplier for a few seconds.
Butcher - if you don't play on one of the higher difficulty levels then this skill is useless to you. Developing it increases speed of attacks. Each of the heroes can fight in close-quarters and when you notice that an enemy tries to get inside the train or when they manage to do it (but there is a certain distance between a hero and an enemy) you can still shoot them. Shooting at people that are locked in a melee fight can hurt both characters. A special skill allows you to stun your opponent for a few seconds. Remember that enemies that entered your train will try to detach your carriages which means that you can lose them forever.
Cannoneer - a very good skill, it is even worth to have two or more characters with this skill, especially if you like to fight and you install cannons in your train. This ability increases accuracy of those weapons which is useful because making a precise shot is difficult and many shots are misses. A special skill allows you to greatly reduce the reload time (at higher levels of this skill the reload time is almost immediate).
Healer - you should have at least one medic in your team, especially when you don't have a medical carriage. Allows your hero to heal their comrades (but they can't heal themselves). However, you can find it a little bit useless if you can afford medicines and you have them in great quantities. Leveling up this skill increases the healing speed and number of carried medicaments (they are restored when you visit a city). It is worth to mention that a character that is being healed can't make any other actions. This process takes a lot of time but it can be reduced with a special skill that restores a certain amount of health immediately.
Survivor - increases damage resistance permanently. A special skill allows you to become immortal for a few seconds.
Handlarz - ta zdolnosc jest przydatna (szczególnie, gdy lubisz walczyc i napadac), lecz dopiero po wysokim jej rozwinieciu. Domyslnie zwieksza o 1% dochody z handlu, ze sprzedazy przedmiotów. Nie musi jej posiadac glówny bohater. Umiejetnosc specjalna, gdy jest aktywna, zwieksza o 10% co poziom ilosc lupów z pladrowania.
Trader - this skill is useful (especially if you like to fight and raid) but only on its higher levels. In default it increases your income from trade and selling items by 1%. Your main character doesn't have to use it. A special skill, when it's active, increases your loot from plundering by 10% per level.