If the first commandment of EVE is to "Never fly what you cannot afford to lose" then the second is "Always have a skill in training". The real time nature of skill training means there is no way to catch up on lost hours in which your character is not learning something. This creates significant pressure to log on and pop a new skill on every time one finishes.
It is not possible to queue skills and there are no out of game tools that will start skill training for you. You must launch the full game browser every time you wish to start a new skill. If a skill finishes at 3:00am then you have to get out of bed and log on to start a new one or else miss out on several hours of valuable training time. It can be particularly tricky to juggle EVE training with a regular work schedule.
Skills vary in training time from minutes all the way up to weeks and I am using the excellent EVEMon tool to try and juggle EVE training with real life commitments but it is still more intrusive than I am comfortable with.
I have seen several forum posters requesting the implementation of a training queue or similar approach to eliminate the need to log on but the fact that this hasn't been implemented in five years to date makes me think that it probably never will be. One of the counter arguments is the worry about AFK character farming: People training up characters with little or no user input just to sell them later.
I believe it gets better. Once I have a good base of short skills then I should be left with mainly long training time skills. If a skill takes six weeks to train I am not going to lose sleep over an hour or two turn around time.
EDIT: It has come to my attention that someone is selling a third party automated skill queueing tool for EVE. It looks like a legitimate commercial product but I could find no mention of it on the official EVE forums, not even a condemnation. There is a security worry about giving your password to a third party program and it probably contravenes the EULA. I won't link to it but if anyone has used a program like that I would be interested in hearing about your experiences.