Now I'm not suggesting that the entirety of the content should be driven by the learner because the old saying that you don't know what you don't know still applies here, but ask your training provider to give you an agenda and then challenge and question if you don't understand why. If it's high quality training they will have a rationale about order and process that will help your understanding. If the agenda has come from you then get feedback from the trainer; learning is at its best when it's a two way process. You also need to be able to interject and interrupt the trainer throughout the session. Don't suffer in silence when you don't understand or challenge if you can see error in what they're doing, of course pick your points and try not to criticise for the sake of it. Your focus should be the same as the trainers; getting the most out of the session for YOU. If not, you need a different trainer!
Hardware and software. If you're getting instruction at your desk and you work in a multi-user environment a decent headset is a must. Ideally a USB one as they get better audio quality than their 3.5mm jack equivalents and a stereo over both ears is best to immerse yourself in the training. I like the wireless one I've got as it gives me the benefit of being able to stand up but I probably spend more time in these things than you will! If you can get yourself a meeting room or quiet corner somewhere you will definitely benefit. If you have a twin screen set up you may also be able to follow on your own system as well - this works really well but let your trainer know so they don't think you're slow! Keep a note pad (I use my tablet and note taking apps) so you can make a note of important stuff but don't try and turn the session into comprehensive notes or you'll miss more than you'll get. If you want to gain everything you can ask your trainer to record the session but you may find the files are prohibitively large depending on the length of the session. In fact whilst we're on length of session don't opt for long sessions, use shorter sharper sessions if you want to get the most out of it. Most people like one hour sessions but 30 mins work really well as long as you've not stored up the technical issues for the session. Anything longer than 2 hours is a no go for me and I think 1.5 hours is about the tops before it gets difficult.
Follow up the session... Yes you! Use it to effectively give yourself homework and try out what you've just learned. If you encounter difficulties or things don't work the way they seemed to in the session then fire your questions back to the trainer. In fact go one step further, try and show someone else what you've learned. This effectively turns you into a teacher and there is no single better way to try and understand a subject than to try and teach someone else. If you want to extrapolate and take this further still, you could try and do the next step too. No, not the next topic, leave that for the next session, but take what you've learned and test it on an example that stretches a little beyond your comfort zone. Again any issues should form your follow up questions and work for the trainer. If you can make this process more two-way you become a more active learner and your trainer becomes more of a coach; great outcomes for you both.
Before each session you should run through the agenda and familiarise yourself at some level with what will be covered. This isn't so you can be a smarty pants and know the stuff first it's so you can pre-plan your questions or scenarios that you'd like to see answered. Your content for the session can also be better shaped if you feed this back to the trainer, particularly if you can do this ahead of the session. I regularly coach or train with clients who take me to unexpected places in the session itself. Generally I have no problem with this as I know my stuff pretty well, but it's more effective to give your trainer preparation time too. The exercise is not a test of their knowledge any more than it's a test of yours, it's about how you can get the most out of it and that's all that's important.
Finally, training sessions should actually be fun! It's great to learn something new and gaining new capabilities in your system. But to achieve this you must approach the session right, look for gains and real life examples and share these and the successes with your trainer. Be enthusiastic as you will undoubtedly learn more when you want to. Don't get hung up on things the system simply can't do; remember there's no perfect system and this is about getting the most you can... A good trainer will have strategies and work arounds that may be even better than your perceived path. Finally, finally... Be positive, it's the best receptive mind state for learning of course and your trainer should feed off your energy and attention too.
About to descend back down to earth so we are about done, take care and learn a little every day :)
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Location:30,000 feet above Middle Earth