Special Abilities provide additional benefits beside the general Stats of Heroes. They also add the deeper tactics into the game.

There are two types of Special Abilities in the game at the moment:

1- Personal abilities that provide benefits to the unit or Hero itself only

2 - Hero leader abilities that provide benefits to the whole army if the leading hero has this ability.

Learn in detail about all the Special Abilities, here.

Special Abilities each have a level and get better as the level goes up. Information about the Special Abilities of each Hero can be found in the Hero Academy.
 
You can learn about the abilities and their levels in game by clicking on the their badge in the screenshot above. The following view will then appear to give you all the details about Special Abilities.