The purpose of this training page is to train you in how to create a Drupal module. This will greatly help you understand how Drupal works and especially regarding how modules work. Since Drupal is built on modules this is vital for understanding how Drupal works "under the hood."
Drupal has a good set of webpages that gives you a good quick start into building a module. It is also a good reference.
A Video from Acquia
Acquia is a company that is foundational in the Drupal community. The owner of the company which does a lot of website hosting is also the creator of Drupal. As such, it is in his best interest to spread the love of Drupal. As part of that they have created a very good series of training videos. Below is a link to the first of the module training courses.
The Page Call Process video is misloaded. It is a duplicate of the Services and the Services Container in Drupal video. Hopefully they will catch that and reload the Page video.
Where to Build
Please go and build your training module on Devthefuture.com. Follow his instructions and then as you wish build your own module. Experiment and grow.