Gate to Heavens officially released the guide to gaining experience points and zen experience points:

While playing Gate to Heavens, you will find that there are monsters almost everywhere. Some of them are aggressive and will chase and attack you if they can catch you. Should you kill any of these monsters, you will notice that your "Exp" and "Zen Exp" meters will increase. A player will normally gain twice as much Exp than Zen Exp.

Exp: The Experience points a player gains when defeating a monster, or can be gained as a quest reward. This is what players try to gain in order to become stronger and reach higher levels in the game. Upon increasing their levels, players will be able to use stronger weapons and armor. As players progress to much higher levels, they will notice that it becomes increasingly difficult to reach the next level. When this happens, they should consider moving on to much more difficult creatures to train on within the other maps. If a player finds that a creature is too powerful for them to train on moderately, then he or she should consider going back to a lower-difficulty map.

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Zen Exp: The Zen Experience points a player gains when defeating a monster, or can be gained as a quest reward. This is what players try to gain in order to increase the power of their skills. If players go to their master, they will notice that he or she gives them the option to upgrade their skills. Skill upgrading requires some "Skill Orbs", (which can be found by killing monsters) and a specified amount of Zen Experience. If a player has everything needed to upgrade their skill, then they may choose to increase it, making it more powerful. Each skill has a maximum level that can be reached, and afterwards cannot be increased further. If this happens, you should try upgrading your other skills.

Boss monsters are very good ways of getting more Exp and Zen Exp, but keep in mind that they do a lot more damage than the average monster, and could kill you easily if you are not careful. Fight bosses only if you think you are strong enough to withstand their power.