When Luke Skywalker was training to be a jedi most of his training was in the field. Unlike most other jedi, Luke's formal jedi training was very abbreviated. The only formal training Luke got was from Obi Wan Kenobi when he had Luke do the lightsaber drills with the remote and when he trained under Yoda on Degobah. Most of what Luke learned about the ways of the Force and being a jedi he learned from experience out in the field, going on various missions and adventures.
Now, it was common of course for all jedi padawans to go on missions and adventures as parts of their training but this was usually only after undergoing a great deal of formal training. With Luke on the other hand, he was going on an adventure on his first day of jedi training, when he goes with Ben to rescue Princess Leia in ANH.