Pattern-recognition-based arm prostheses rely on recognizing muscle activation to trigger movements. The effectiveness of this approach depends not only on the performance of the machine learner but also on the user’s understanding of its recognition capabilities, allowing them to adapt and work around recognition failures. We investigate how different model training strategies to select gesture classes and record respective muscle contractions impact model accuracy and user comprehension. We report on a lab experiment where participants performed hand gestures to train a classifier under three conditions: (1) the system cues gesture classes randomly (control), (2) the user selects gesture classes (teacher-led), (3) the system queries gesture classes based on their separability (learner-led). After training, we compare the models’ accuracy and test participants’ predictive understanding of the prosthesis’ behavior. We found that teacher-led and learner-led strategies yield faster and greater performance increases, respectively. Combining two evaluation methods, we found that participants developed a more accurate mental model when the system queried the least separable gesture class (learner-led). Our results conclude that, in the context of machine learning-based myoelectric prosthesis control, guiding the user to focus on class separability during training can improve recognition performances and support users’ mental models about the system’s behavior. We discuss our results in light of several research fields : myoelectric prosthesis control, motor learning, human-robot interaction, and interactive machine teaching.