I generally run it on training mode when 1st installed, then launch my commonly used programs, do the usual program updates, etc. then set it back to a protection level. I don't surf or download anything new while it is learning. But many people just try it, get a bunch of alerts, and give up. Or worse, just accept everything because they don't know what to do. I think this is why the windows firewall is a good idea for many, as is UAC and automatic updates. They might not have the best protection, but some would otherwise have none.
There are those who would rather be oblivious to what is calling out, or incoming. I prefer as much control as possible. Perhaps my suggestion of a few days to a week, was too much...I'm just used to people giving up when they start getting alerts, and would rather do without, then be bothered. I just assume they make themselves more a target, and make those of us well protected too much trouble to target