Let me try to answer alot of different questions here.
First, let me start by saying this: Everyone's goal here is to make their players better, and there are 2 basic ways to do that, 1)Gaining XP which causes players to level up and 2)Training your player.
Let's start with #1 (XP and Levels), since it's the most obvious way to make your players better.
1a)You get XP for playing in games. The amount of XP you get for the games depends on how much you play, how much you play depends partly on your "Energy." So it's important for you to "Train" your players appropriatley to get them on the field as often as possible. I'll explain "Training" later.
1b)You also get XP every night, during the season, just because your player is alive. The amount of XP you gain on a nightly basis goes down as your levels go up. There is nothing you can do about that, but it is basically free XP anyway.
1c)When your player levels up, you get 5 skill points to spend on your player's skills or special abilities however you want. What you spend it on depends on your player's position and skills necessary for him/her to succeed. Read the other guides on player management, that's where you'll find the most help on which abilities you need.
#2 (Training) Joe Montana was born a better QB than me, but he also worked very hard to be better than everyone else, too. Playing in games is how you make your players better, training for games is how you make their stats better.
2a) While gaining XP is the fastest way to build up your player, "Training" helps you gradually get better, one day, one skill at a time. How hard you train should depend on mostly 2 things, how much energy to need to regenerate before your next game, and how much money you have. The most important thing to remember is the games are the most important thing. You want to be as close to full energy as possible.
2b) Training on different intensities affects your money and how much your chosen skill will increase on a daily basis. Once you buy your first set of equipment, you shouldn't need to buy anymore until your player is a level 8 (also explained in other places) so don't worry about your money too much, except that you don't want to run out. Training on different intensities also affects how much energy your player regenerates every night. Remember, full energy for game time.
2c) The higher the skill value, the less it will increase. Player A has a speed value of 20, Player B has a speed value of 10. If they both train speed on intense, Player B will gain more speed on a nightly basis. That's why it's important to try to maximize your players training. You don't want to train your best skills, and you don't want to train uneccessary skills, either. WRs don't need Punting skills. You want to train skills that are used, but that are not your players primary focus. Blocking and Strength are important for lineman, so when I level up I add my skill points to those categories. When I train, I put it towards Stamina, Vision, Agility - lower ranked skills that are important for your players success, but not as important as the main ones.
Remember, keep your players energy as high as possible for games so they can play more, train your players so they can play better.