Training period which most of the trainees consider as the honeymoon period is not so because it actually gives you a real exposure to the technology or the system for which you had opted to get trained. If you are attending training, whether it's for learning new software, or to learn to cope with stress, what you learn from it is going to depend on what you put in, and how you plan the process.There's lots of training out there, some of it great, some average, and some poor. Since tastes differ, it's hard to help you choose what will work for YOU. However, if you have a choice of choosing the training you will attend, compare the topics to be covered to your own needs. Don't make your decision based on the length of a course. Often the shorter ones will only give you an overview and not help you use new learning on the job. Ask around to see if others have attended the course, and solicit their opinions, but remember that tastes differ. If the course you are interested in is offered internationally by a large company, you can ask on the Internet.
It's always good to be clear about why you are going to a training session. If someone has requested that you attend (let's say your boss), make sure you understand your boss's expectations before you go. Ask: "How do you expect me to use what I have learned?" If you are going because you have a training need, ask yourself what you want to learn, and how you might apply it to your job (or career development). The clearer you are about why you are going and what you want to get out of it, the more likely you will get what you are hoping for. Knowing this will allow you to be more of an active learner.

Trainers can't read minds, although the really good ones seem to do that. While you shouldn't be pressured to participate actively if that's not your style, it really helps everyone if you ask questions when things aren't clear, and express your opinions and experiences. Remember that you and your fellow training participants can learn as much or more from each other than the trainer. In the event that things aren't to your liking, approach the trainer privately and break time. If you don't get some positive response, then you can always choose to leave (provided that's OK with the boss). If you do get into such a situation, communicate your reasons to the boss. Still, try to be flexible. Sometimes some kinds of training can be personally uncomfortable due to the subject matter, but that may pass if you hang in there.

So, be a active learner during the training session and don't feel shy to ask questions that is the bottom line.