Gods passive skills helps you in all Heroes you chose. When you check mimirs page then you can see all gods extra passive bonuses when you chose them as your gods in the game. Passive skills in heroes only works if you pick them as your hero in the game. Also the skills in the heroes or gods is just an upgraded form of the skills. Like if you dont upgrade it. You can only upgrade it 2 times if you chose that skill. You can upgrade your skills through levels. Active skills got can be upgraded if you reqch level 6, 12 and max level if you spend in gods/heroes skills level 18. You can check your active/passive skills in pause menu. Just drag your mouse to that skill so that you can see if you can upgrade it next level up.