First thing you have to do is beat the arena in Imperial City (put it on easy if your having a tough time). After you beat the grand champion leave the arena. When you're outside of the arena there will be an adoring fan saying he will follow you etc.
Take him to your house on the waterfront (if you dont have the house take him to a secure location where there are no guards or other enemies) to get your level up. All you got to do to get your stats up is put the game on the very hard setting (so the fan will have an uber ammount of health) and do the following to level:

Blade: Keep slashing him, and then wait when he is low on health. He wont attack you because "you're the grand champion" and he idolizes you.
Blunt: Do the same thing (for other weapons too)
Sneak: You have to take him to a secure location and pickpocket him (don't take anything... unless you want to :)). Keep pickpocketing him and your sneak skill should go up pretty fast.
Athletics: All you have to do is go to to anvil and look on your map. There is a small island to the south-west. If you go on the south side of that little island and dive down between two rocks there should be a skeleton with a green helmet to the side of it. Put the helmet on and now you can breath underwater. So all you have to to is position yourself right and keep swimming down and your athletics should start going up (I reccomend the elastic band tip - put an elastic band holding up the analog stick and do something else while your waiting).
Acrobatics: Go to the south of Kvatch to where all the tents are. After you arrive there, there should be a tent with a bench on the inside of it. Jump on to the bench and if you put the analog stick forword while jumping you will notice you can jump very fast and after a while you will get your acrobatics up.