It sounds like you are not so much looking for "real" explanations as a comprehensible path by which they achieve the abilities.
They have magic in them. They are figuring out how to channel it or expand upon it. It does make sense that they do something to achieve that.
For a lot of them, a wire-fighting martial arts movie montage would work for most, e.g., a sensei putting them through various trials/training. That model can be applied for guns too, practicing with a blindfold, while balancing on shakey crates, while hammered on sake, etc.
Things like thermographic vision could absolutely be the same. Blacking out their home too help spur their development. Regulated doses of pit viper venom/blood. Because it is magic, you can have fun with it while only having it make a *little* sense.
I would match the aesthetics to the character. If it's a Tribal concept, then perhaps a vision quest enables it, or hanging out in a sweat lodge, or hanging from hooks (ouch!).
If they take a mentor spirit and select abilities consistent with it, then the easy/obvious choice is the mentor spirit teaches them.
Hope that helps.