From CoDWiki
Training in the gym increases your stats. Some stats you can train and some you cannot (technically). Your physical stats you can train whenever you have available energy to do so. Your working stats are really just something that you accrue on the job (with some exceptions).
Stats
Stats, stats, stats. Train, train, train. You will have a hard time in City of Decay if you do not train your stats properly.
A very large part is being the best player. Isn't that the objective to most games? See below for more information on in-game stats that affect how you become a top player in CoD.
It is best to train when your will is at 100%. The lower the percentage, the less stats you will gain. Another thing that plays a huge role on stats is housing. Better housing increases your will, and this can change your stat gain dramatically. If you can't afford a better house on your own, marrying someone and shacking up or splitting the costs on properties is a good idea.
One method to keep you will at 100% for trains is to train, attack twice, train, letting your energy fill up at the normal rate. This should give it enough time for your will to go back up to 100%.
There are several different methods on training stats. Many mostly train agility, followed by strength, and defence. Some try to keep their stats about even. It's your game, your choice.