How do i choose wat to train my players at? all i can choose is work load thats it. Also, how do u delete messages????

You need to create your own schedules mate :) or download them if you cannot be arse/do not know how.
to create a new schedule go to training, then clink the schedule button and then "new"
that will create a new schedule which you can manipulate all aspects of training. already set up schedules can be found here:
http://www.fmdownloads.net/

and the messages?