start training, i got all my pets colored finally, so I wanna start building some stats....where do i go for all of that?

the Training Center is between the Hamburger and the Hangar in Riverside.

If you go to Games then click on the Battle Coliseum (which is in the last row on that page), there are two guides listed. One is a beginner's guide but I'm going to suggest you go to the In-depth Guide (Click to go to directly!) first, as I personally feel like its FAQ section is a good place to start. You probably don't need to read the rest of that page right now, unless you want to...

Because this is a common mistake, please note: Level is the last thing you train. Level determines your training cost and training time in the Training Center. All the other stats can be trained until they are 2.5 times Level so train them first.

thanks very much :) gonna check out that Faq page now.