Quartermaster Mathorn:
You know it already. The best way to train is to battle monsters. It makes your body and spirit stronger and lets you overcome your fate.
You have yet to understand it, though.
Anyway, at this point your main goal is to become stronger. To do this, visit the second training grounds and destroy Skeleton Scouts and Skeleton Hunters there. Bring eternal peace to these poor creatures who will never become Death Knights.
If you're ready to go immediately, I can teleport you there.