Heroes (or Champions) are mighty warriors who are capable of battling against monsters. Your average human can be casually defeated by even a low-level monster, while "hero" is a catch-all term for those who are strong enough to potentially defeat or fend off powerful monsters.
Heroes have existed for as long as the Monster Girl Encyclopedia world itself, raised up by the Gods to destroy the Demon Lord since time immemorial. After attacking the current succubus Demon Lord in person didn't end so well for her, the Chief God and her Order have made the training of heroes a central pillar of their strategy to combat the monsterized menace. The usual route to become a hero seems to be a combination of rigorous training and holy blessings given by the Chief God once a person manages to reach their limits as a human. This blessing allows them to break through the human limit and gain superhuman abilities (the power of a thousand regular soldiers, for example, is not unheard of). The Theocracy of Lescatie specialized in producing top-ranked heroes, although powerful human warriors can arise from outside the Order as well: e.g. Zipangu's Amanomiya Koyoi.
Although some heroes are made, others are born. Humans chosen by fate (rather than a direct blessing from a god) to become heroes may find their development watched over by a valkyrie sent from Heaven. Conversely, if an echidna monster girl sniffs out a young boy's hero potential first, she may disguise herself as human in order to groom him into the perfect husband. There are also people who awaken as heroes without any direct divine intervention, such as by training in places teeming with strong power (including divine power) for long periods of time.
The Demon Lord's husband was once a hero, before he started fraternizing with the enemy and switched sides. The Spirit Corruption in Royal Makai is so intense that this is the fate of many, if not most, of the heroes sent to destroy the Demon Lord; so much so that there is a whole unit of monsterised former heroes in the Demon Army, notorious for not doing much other than sex all day.
In Order nations the term "hero" is restricted mostly to those who have been empowered by the Chief God to fight monsters, however, in broader terms it can apply to anyone who has broken human limits in a particular skill or ability thanks to any god's intervention. This can apply to the skills of artists, scientists, actors, etc. Heroes blessed by the goddess Eros for instance are noted for (among other things) sexual abilities on par with incubi.
In World Guide 3, the baphomet Runya Runya shares convincing arguments that incubi and heroes are essentially the same type of being. That is they are humans that have broken the "shackles" that are thought of as human limits, the only difference ultimately being that where heroes have their shackles broken by divine power (or sometimes other sources of energy), incubi utilize demonic energy to remove their limiters. The powers and/or abilities they gain after breaking these shackles (aside from spells and abilities specifically dependent on gods or monsters) are their own, and remain even if (for instance) all divine power is removed from them. Heretical theologians theorize that humans were created as beings with unlimited potential (that was for unknown reasons and by unknown parties later shackled), and that rather than becoming a new type of being, heroes and incubi are merely regaining the abilities they were meant to have all along.
Further evidence for the lack of meaningful distinction between heroes and incubi can be seen in how most every ability (including sexual ones) gained by incubi can potentially be gained by divinely blessed heroes and vice versa.
Research into all this however is forbidden by the Order, and thus monsters and monster-allied humans seem to be the only ones studying just what heroes and incubi really are.