Sounds like the party is ok...The plus sign shows that the character has gained enough Experiance to gain a level. Click on the Character Proflie icon (head shaped thingy ) and as Accord said the level up button will no longer be greyed out. Click it and you will see the results of hit point gain etc... Remember to raise the weapon and thief abilities. They will show at the top of each list if you recieve any for the level. Then ok or done.
Your mage can learn new spells from scrolls by right clicking on the scroll in the inventory and clicking on "write to spellbook" I believe is the phrase. You can gain items that allow more spells to be memorized. As well as level increase granted additional spells. Spells are only re-memorized after sleep though so remember to sleep.
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