Problem: So currently, the only way to train a weapon skill in adventure mode is to constantly attack something with that weapon. After going through the planned developments list, I think I've found a way to improve training.
Solution: Using training weapons, adventurers should be able to train with NPCs. In fortress mode, dwarfs are able to train using training weapons, so why not adventurers? It would be safer than finding something to attack that won't kill you, but doesn't train the skill too fast. Training would only be allowed for wrestling, punching, kicking, and melee weapons, of course.
Implementation: I think that, similar to performances, trading, etc, training should be an option in the dialogue menu. NPCs should have the option to refuse to train for various reasons, such as if they have a training weapon on hand, their skill with the weapon, related social skills/attributes, reputation, if you are at war with them, personal preference, etc. If they accept your offer to train with them, you "train" in a similar manner to how dwarfs trade in fortress mode and, after a set amount of time, both of you increase your skill with that weapon by a certain amount.
Side Notes: I got this idea mainly from a part of the development log that stated that dwarves would (someday) be able to tell whether or not they were being attacked with lethal force, and from the obvious fact that training weapons are practically useless in adventure mode.