No worries.
The drop down menu on the training page selects the type of training you will do that week, but not who gets trained.
So if you select Pressure: PG then all players who play PG during that week will get training. Training happens once a week on Friday so if you change your mind Thursday night and switch to Rebounding: PF/C then the PF's and C will still get 100% training.
If you want to train two playes, like Jackson and Blanco for example, you can decide what skill you want to train (say, Pressure, which trains mainly Outside Defense) and then play them in the position you selected (PG).
It's important to know that "One position training" is the fastest training that has the biggest effect. So training players at the PG position for a week will be faster than training them at PG/SG even though that option allows you to train two people per game.
Players get trainig based on how many minutes they play at the selected position so if you want to train Jackson and Blanco in Outside Defense for example, you will need to play them at PG as changing the position can decrease the amount of training they will receive that week (which isn't always the worst thing if you have an important game and need them to play PF or SF).
Training takes practice, but it's a good way for new teams to get into the swing of things.