Best training is trial and error. Just do it. Seriously.
It's hard to start because most people don't get started. They don't have the motivation or determination to make it work. Seen it happen time and time again. Far to often they make excuses or jump from one thing to another.
Affiliate marketing is not exactly rocket science. You promote affiliate programs or products and earn a commission when people buy.
Could be as simple as having a website or blog with affiliate ads on it. Drive traffic to it and you "could" make money. More advanced would be buying traffic like social or PPC, driving to landing pages for affiliate products and services. But you need money to find winning combinations. Could be costly.
Honestly the best way is to get inexpensive hosting, put up a wordpress blog, add content and affiliate ads. Drive traffic. Learn the ropes with little investment. Advance as you learn.
Best investment would be to learn how to drive traffic. There is an almost endless supply of stuff to promote/sell, that is the easy part. Getting the ads in front of people, or enough people can be the tough part.
Just my opinions