Training Begins is Prologue III of Fire Emblem: Shin Monshō no Nazo ~Hikari to Kage no Eiyū~.
Keep in mind that after completing the battle, Katarina will present you with a Yes or No question; your answer changing not only the boss of the next Chapter, but also a future recruitable character. The general consensus is that answering "No" leads to an easier fight in Prologue IV, but "Yes" leads to the recruitment of a more useful character.
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