Yes, you often hear people on the radio who haven't bothered to do the training, and have no idea of proper procedure. Apart from the fact that it is against the law to operate a radio without a licence, the tiny saving involved in not getting one could prove an extremely false economy if you ever needed to use the radio in a real emergency.
I was recently appalled to hear a sailing wife say, almost proudly, that she had absolutely no idea how to use the radio, as she always leaves it to him! What happens if he goes over the side, or has a heart attack, and she needs to call for help?
There's no telling whether any of us would keep a cool head, or panic, in a real emergency, but having practised Maydays must help. It's also a good idea to have a note of the boat's name spelt phonetically, its call sign and MMSI number on permanent display by the VHF.