This could be done through script but since you're new I'm going to offer you a solution which works through events. First reserve two game variables, name them respectively "Actor Level" and "Previous Actor Level", and note down their ID.
Var  : Actor Level
Var  : Previous Actor Level
Then open the script log and insert a new script in which you'll past the following:
alias mp_levelup_update update
$game_variables[X] = $game_actor.level
This piece of code will constantly store the first actor's level in the variable you set as Actor Level (while on the map). As you can guess, you should replace the X with the variable's ID (in my example, 5).
Then create a new common event called Check Level Up. Set it as parallel, triggered by a new switch we'll call Allow Check Level Up. Then put in the following commands:
Condition: if variable Actor Level != (different than) variable Previous Actor Level
Comment: insert here whatever you want to happen when the first actor levels up
Set variable Previous Actor Level to variable Actor Level
Wait 1 frame
This will check each frame whether the actor's level has changed since the last time. If so, then the new level is saved into the variable Previous Actor Level for future comparisons. When the comparison fails, it means the level has changed and thus something happens (e.g. change the actor's name, apperance, stats, skills, whatever). Attention: you will need to turn the switch Allow Check Level Up on at some point in the game (the best if you want it to always be active is to set it on when the game starts and then never touch it again).
Of course you can do that for each actor, but you'll have to set two new variables (Actor #X Level and Previous Actor #X Level) for each,
add a new line for each in the script, changing the variable ID and the actor ID as well, and finally input a condition for each of them into your common event.
Hope this does the trick for you.