I once heard that you can sharpen your tactical skills by playing gambit openings? If this is true, obviously you would and should improve your game. Does anyone have any information or proof of this?
I think that there are important skills you can learn from playing gambits, like how to use an advantage in development and the initiative, or just the fact that material isn't everything. It's probably also useful to learn those things early on in your chess career.
I'm not sure about them being better for improving tactics though. Every chess game has tactics.
Indeed, learning to part with material for minor and major positional advantages is a key in the recipe to learning to play on the "edge." In a gambit, the player who is ahead (gambitee) must eventually "give back" some material, otherwise risk getting in a loosing position. The player who is behind in material (gambiter) usually enjoys greater maneuverability and tactical lines.
It is the goal of the gambiter to not necessarily trade back for the loss of material, but to gain a better position or a strong attack. It is the goal of the gambitee to "give back" the material in such a way that he does not weaken his own position, preferably he can strengthen it. The outcome of the gambit is usually determined by how sound the gambit is and which player has more patient: the gambitee should not overextend to defend the material gain, the gambiter should not seek to immediately reclaim lost material.