At one stage we had more people wanting to learn UG in their own time than we could handle. They would come in after work and learn what they could. Since we couldn't afford much time one on one with these people we had to fall back on a combination of CAST and the documentation. I set up the training user with all the ICONS displayed, setting the trainees a task to simply go through each ICON and find out what it's function was. We made a list Layers, CSYS, Curves, Primitives, Sketches, Feature Ops, and Free form etc... right through to direct modeling, so that there was some sort of appropriate progression. I told them I don't care whether you ever use some functions again, but if you don't know that they are there and available you lack the option to use the tools at your disposal. Nor can you deal with other peoples models as well.
After that we had to come up with some practical examples, usually we'd pick anything we had worked on starting simple and getting harder as they went, so they would start by copying and more or less repeating our models. If you have some good examples of other people's working models then with it's feature tree and a basic understanding of what the functions are then UG can almost teach itself. Maybe to start with do a search of *.prt in the UG installation directories, CAREFULLY take a copy of those parts and try to rebuild some for yourself.
You probably most need training or at least CAST to get through learning sketches. If you're going to do surfacing you definitely need training in how to use the tools but also experienced guidance. Surface building is one of the main areas where knowing how to use the tools isn't nearly enough to avoid creating some really horrible geometry.
Not all the people who trained up were expected to go on to become CAD operators, but most who showed aptitude at problem solving are still in a job today. You get very good CAD operators if you pick self starters.
Perseverance is the key.
Good Luck
Hudson