As far as I can tell, new skills aren't added (like the "you can begin training in [weapon]") if the "pick up and use" (U, tab, tab, A) command is used, but the skills are added normally when the weapon is picked up using the G key before being equipped from inventory.
As far as I can tell, new skills aren't added (like the "you can begin training in [weapon]") if the "pick up and use" (U, tab, tab, A) command is used, but the skills are added normally when the weapon is picked up using the G key before being equipped from inventory.