Level
general
Your level determines how many stat points (3/level) and skill points (1/level) you can distribute.
The cap of a maximum level of 70 determines that no gladiator can have all skills. So choose wisely.
strategy
Aim for lvl 70 (obvious), although you can build some decent teams already at level 40. The first few levels are achieved rather easily. Throughout the game the level gain can become a bit of a grind. For the last Level you will need ~ 20 wins against Olympus teams.
To optimise your level gain grind against the lowest Olympus team (cats 'n' dogs) for those are the only beasts that are divided in head and body: Autoplay always aims for the (weaker) head.