On this page of the guide, you will find out how to improve your character, or rather your character's class.
The character development itself is a bit complicated in terms of the steps that need to be taken, but it all comes down to the same thing. First, you have to find a Shell, which serves as a character class. You will get the first one after completing the tutorial (going forward and turning left).
Next, you have to find an NPC called Sester Genessa. By talking to her, you will be able to learn the true name of your class, and thus learn new abilities unique to it.
To be able to learn the names of your classes and then unlock your skills, you will need Tar and Glimpses. You earn Tar by defeating enemies. When you die, you lose it. You get Glimpses from the objects. You don't lose them when you die.