Okay, so I'm in Blackroot, poking my nose into every affair I can, I find a halfling thief in jail for larceny. He tells me he'll train me as an expert pickpocket if I post his bail, so I post his 500 gold bail, and... Nothing happens. Guildo stays in the jail cell, the door dosen't become unlocked. Aaaand I just realized I'm not an Apprentice yet. Did I break a sequence somehow?
Skill training goes as follows: Apprentice -> Expert -> Master. You can't become an Expert before you're an Apprentice, because that would just be silly.
Yeha, I found the problem - I wasen't an Apprentice yet. While I agree, I would think that if you had satisfied the conditions of skill points and have the cash, an Expert could train you through Apprentice to Expert, and a Master could train you through apprentice and expert to Master. It's just confusing, having two seperate systems to handle skills, is all.
The throwing master in Blackroot trains you from Apprentice to Master as long as you get her Aszram's Star...but I think she's the only master that will do that. It can save you a bit of money just going to her after you become an apprenticed thrower, as opposed to running to Ashbury and paying that halfling to train you.
I think that the general idea is that masters in Arcanum are so reclusive, quirky and downright odd they wouldn't deign to train anyone way below their league. Just like you wouldn't expect to find university lecturers at grammar school.