Our older scripters used to go cranky when something like that was asked.
it's a very basic common event or para event on each map (your choice)
it simply goes: (well after setting hero level variable to the starting hero level in a basic event at the start of the game)
wait 2 frames (no lag)
If hlvl(variable) < hero level stat then
-show level up animation
-hlvl(variable) = hero level stat.
after the animation you can always do things like adding a massage with the old stats (which you'll save in the same way via variables) and the new stats, and so on, maybe even add a gift item for reaching certain levels.
well, that's another option if the script is erroring you or doesn't do exactly what you want it to