The cost of each training does not change much depending on skill level (around 42 trias), but the number of times you need to train a skill to fill out the yellow section does.
You will find pretty soon that having a job helps a lot in getting the money you need. Mining is the easiest to learn as you can get some ore even at low levels although you will have to dig for a long time. Another possibility is metallurgy, but you need to complete quests from the weapon makers to learn how to do it and you need to train it to level 20 before you can make lots of money out of it. In theory, blacksmithing + sword making, blacksmithing + axe making, blacksmithing+knife making, repair weapons and repair armors will eventually be jobs that can give you money but, at the moment, there does not seem to be enough players that can afford those services (cheaper to sell your weapons and armors back to merchant and buy new ones when their quality is getting low).