That depends on why you are playing the game in the first place.
If you intend to help test the current build (finding bugs, testing the balance of features, etc.) then you should definitely train, so that you can help identify any faults or deficiencies with the current system.
If you intend to role-play, then you should also train, assuming it fits in with the development of your character. You will most likely want to train in order to develop some aspect of your character, unless your character is a couch potato.
If you are interested solely in maxing out your stats, then you might want to wait until the game is \"complete\", which should be \"soon\" (tm).