Someone called me "Mr Course" yesterday. I must say that I prefer "Mr Self Improvement" though. You don't need to improve yourself by courses, although they can often help.
I guess this comment comes from the team meeting where a colleague had been looking for training/guidance on completing job applications and so had found himself on a shortlisting course. He felt that this was inappropriate for his needs. I disagreed, because by understanding how the shortlisting is done, you can learn how to write better applications.
There are plenty of opportunities for informal training out there. Many people don't seem to see this and are losing out. It's not too difficult unless you don't want to learn. For example, I spend a fair amount of time writing stuff because I realised that I'd become inflexible in my writing.
There are loads of opportunities out there to sharpen your axe. Don't waste 'em!