There are actually four secret heroes in the game! Once you unlock them and use them in a unit, you'll get better stats for the entire unit (each in different ways)!

To unlock them, go to Barracks, then View Soldiers. Choose any solider and press Customize. Then simply change the name of the solider to one of the following:

Joe Kelly (Heavy): Enter "Joe Kelly" as a solider name. Joe Kelly is a popular comics author that has worked on Spider-Man, Superman, and many other famous characters.

Ken Levine (Sniper): Enter "Ken Levine" as a solider name. Ken Levine is the co-founder of Irrational Games, the developer of BioShock, Freedom Force, and System Shock 2.

Otto Zander (Assault): Enter "Otto Zander" as a solider name. Otto Zander is the hero and survivor of GuavaMoment's XCOM Let's Play series from the Something Awful Forumes.

Sid Meier (Support): Enter "Sid Meier" as a solider name. Sid Meier is the co-founder of Firaxis and creator of the Civilization series, Pirates series, and more.

PS: you can't earn achievements will using the heroes.