The character sheet tracks stamina, shooting, strength, stealth, flying, driving, lung capacity and a special-ability stat. Using a skill improves it for that character rather than automatically training the whole trio.
Running, swimming and cycling build stamina. Shooting practice and accurate hits improve weapon handling. Unarmed fighting and sports develop strength. Move in stealth and perform quiet takedowns to train stealth. Flight School provides structured flying practice; controlled driving, jumps and near misses exercise driving. Swimming underwater builds lung capacity.
Michael slows gunfights, giving you time to aim at several targets. Franklin slows driving action and makes tight maneuvers easier. Trevor enters a rage state that increases his combat effectiveness. Each ability consumes its own meter and works in a different context.
Train the character who will perform the task. A long swim, difficult landing or precision drive becomes easier with the relevant skill, but a high stat does not replace learning the route or using the correct controls.