I'm a big fan of helping users get used to an application by getting down and dirty into it. Yes, they might end up breaking small things here and there sometimes. However, as long as they are in a safe environment with little to no impact on core business, the advantages of user adoption far outweigh the risks.
Having said that, I found this cool interactive guide that the Office 365 team has produced. It trains a user by motivating them to click around directly in the Groups interface. Now, I think it would have been even better if they were motivated to click around in their own working environment (which this does not do). However, I think this is the next best thing to it. Check it out if you get a chance.