When your Hero reaches its Maximum Level, it's time to Evolve them into their next form.
All Heroes need materials and sacrifices before they can Evolve. You will find the required materials around the dungeons of Midgard. There are also Event dungeons specifically for capturing materials. For sacrifice you will need heroes of the same star count as the hero you are evolving.
You will also need to have a set amount of Gold to be able to Evolve your Hero.
Let's say you now have the required amount of Gold and materials to Evolve your Hero - what happens next?
When you Evolve your Hero, their Size increases. This can get you in trouble. Let's say you are currently at 14 out of a Max Team Size of 15, and you are about to Evolve your Hero from Size 2 to 4.
Evolving your Hero right now will drop them from your Party, hindering your progress.
Remember to have space for your new Evolved Hero in your Party before you make the step and Evolve!
You can increase your Party Size by increasing your Player Rank.