You need to find a reputable trainer somewhere on Melee Island.
There's only one, and his gym is hard to reach.
It's past the troll's toll bridge.
How can I get past the troll?
Once past the bridge, go to the yellow light (labeled "House" on the general map of Melee Island) on the middle, far-right of the island.
Now you need to convince Captain Smirk to train you.
He won't train just anyone, though.
Show some spirit.
When he tells you that you don't have what it takes, disagree.
Say "I do so" a couple times, and he'll agree to train you.
Of course, you'll need money and a sword.
How can I get money?
How can I get a sword?
Once you have these items, he'll train you.