This is your captain speaking...

Always present an agenda.

On an airplane you always here something like:
“Welcome aboard flight 595 to Atlanta. This is your captain David Richards. Today’s flight will be 1 hour and 45 minutes. Our arrival time will be 4:10.” I have traveled a LOT, personally and professionally, and it's always nice to hear from the captain that you (and he!) are in agreement that you are on the right plane!

Similarly, in training you should give them an agenda:
“Welcome to Leadership 101. I am your instructor, David Richards. Today’s training will be 1 hour and 45 minutes, and we will be wrapping up at about 4 PM.” Then give them a general agenda of what their journey will look like (topics to be covered, objectives, etc.)

There's an added benefit... if a student hears the agenda and decides that they maybe are in the wrong class ("on the wrong plane") they can scoot out before the flight gets started. They may decide that the class is too easy or too hard, or in another way not what they expected. Sometimes there's a prerequisite that the student hasn't completed, or some other reason that they should get off the plane before it TAKES OFF!