Welcome
Firstly, I would recommend reading the rules, as the answers to you training questions can be found there. Also check out the Global (English) conference. There's a sticky thread in there for new users.
Training is slightly different (and more complicated) than in HT, so the rules will be a good place to start.
As for the multiple player names, this is a recent bug that has come up. The BB's are working on several solutions. Keep an eye on the global conference as well as the bugs conference for updates.