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In order to train a statistic, skill, etc. you must find a trainer who has
the ability to train the aspect of your character that you wish to improve.
Type TRAIN in the presence of any mobile to see what they can offer you.
Training ability scores (statistics) requires only coin.  Training other
character aspects requires both experience and coin. It is also possible for
some expert player characters to TEACH things in which they are reasonably
adept.  

Typing 'train <aspect>' before a trainer will cause them to train you once in
that aspect, providing that they are a trainer for it, that you have the
required coin and experience, and that your character is allowed to learn
that aspect.  (Warriors, for example, can not learn to hide or steal.) A
trainer can only train you the skill to a certain level.  After that point
you will only be able to further learn the skill by using the skill. Trainers
for various skills can be found at different places around the Realms.  Some
specialist trainers may take some finding and take a quest to get to.  

* You can only train skills that are within 5 levels of your 'skills' list
level limit, which appears in (parentheses) after the name of the skill.  For
instance, if you type skills and see that you can learn second attack at
level 20, the earliest you can start training this skill is at level 15;
however, the experience point cost for training the skill before level 20
will be much, much higher. If you find a trainer for the skill at level 50
you can still learn it. 

* Please note that the words used to describe one's level of expertise cover
a range of underlying numerical values, and so may not always change every
time you train; however, your ability in what you have trained DOES always
improve.
 
* If your desired skill or feat is two or more words long then remember
to use apostrophes or quotes to delimit the phrase. e.g. if one were to try to
train the handle animal skill he would then type train 'handle animal'
instead of train handle animal.
 
* Trainers for ability scores generally become increasingly difficult to find
at higher training capabilities, often being embedded in quests above 18 and
essentially non-existent above 20.