Neo doesn't really train. It's already evident the first time he fights Morpheus that he's already stronger than Morpheus and just afraid to use his full power.
The "problem" for the golden child/chosen one/messianic character archetype is not "learning powers". It's generally that they are afraid of the powers that they possess by divine birthright. In fact the main issue with this character type is they need to be prodded/poked to unleash the awesome power they have.
So we don't have a scene where Harry Potter needs to practice quiddich for 10 minutes because that's a waste of story space. We already know as the audience he's going to win the very first time he plays.
Their journey is not going to be the same as other character types. This is all Joesph Campbell/Heroes Journey stuff folks. Nothing new here at all. That's the book Lucas "borrowed" from to write the original Star Wars, it's a book every studio's story development department has.
