From The Heroes of Might and Magic III wiki
|You enter the arena and face a pack of vicious lions. You handily defeat them, to the wild cheers of the crowd. Impressed by your skill, the aged trainer of gladiators agrees to train you in a skill of your choice.|
Arena is an Adventure Map location, that will give every visiting hero either +2 to attack or +2 to defense (at the choice of the player) upon their first visit. It is not possible to leave an arena without accepting one of these bonuses.