'That which does not destroy us, makes us stronger.'
Friedrich Nietzsche
If your character survives a game, they will be awarded some experience points. These represent the fact that your character has learned during their horrifying ordeal. Experience points may be spent between games to improve a character's abilities or to learn new skills. Don't forget that if you change your character in any way, you need to make sure that the referee knows before the next game.
Example: I have 2 experience points. I decide to spend one on my DEX, raising it from 12 to 13. The other point is spent on my POW, raising it from 8 to 9. My MP automatically raises to 9 as well. My SAN, which was at 34 at the end of the last game, is not affected, though its maximum is raised from 40 to 45.
Example: I have 2 experience points. I spend them learning the Language (Latin).