The Splunk documentation
Maybe the best training choice is to read though the Splunk documentation. The documentation of Splunk is excellent for providing explicit details and step-by-step examples that you'll find invaluable.
Take the time to browse http://docs.splunk.com/Documentation/Splunk (bookmark it!). Notice that you have the option to select the version of Splunk that you are interested in, and from there, you can continue your training at your own speed and on your own schedule by following these topics:
- Summaries of each release
- Searching data models and pivot (and other) tutorials
- Administration and alerting manuals
- Installation procedures
- Dashboards and visualizations
- Distributed deployments
- Forwarders
- Knowledge management
- Module system references
- Pivoting
- APIs
- Searching and distributed searching
- Debugging
- Developing views and apps for Splunk Web
- Getting your data into Splunk
- Indexing and clustering
- The modules system user manual
- Reporting
- Security
- Updating instances