I agree with you Shinobi Killfist that an exploding gun isn't a realistic outcome... but a couple of things on that:
1) Even if you set aside the elves and dragons and fireballs, Shadowrun is more of a "movie physics" or "movie logic" game than any kind of realistic simulation. Let's never forget that this is a game where you get to make a roll to avoid incoming bullets. So... imo the measure of what's "realistic" is rooted more in "would this make sense if it happened in a movie" than actual realism.
2) Either way, I agree an exploding gun should not be your go-to result of a critical glitch while firing one. Shooting yourself somehow? Sure. Shooting an ally instead of your intended target? Absolutely, especially if they're close to the target. Dropping your gun because the recoil knocked it out of your grip? Why not? The exact distinction between glitch and critical glitch will of course lie in the eye of the beholder... but again the role of BOTH kinds of glitches is to enhance the game, not to punish the player for rolling poorly. A character's gun shouldn't be exploding unless there's some sort of mitigating circumstances (it's already been prior established that the gun has suffered some damage, or etc)
3) The mathematical odds of glitching are actually pretty low. I think the highest it can ever be is 1/6 (which is ~16%), and that's only when your dice pool is a measly 1 die. It goes down, precipitously, from there. Yes, there's a mathematical oddity where 3 dice glitches more often than 2 dice, but it's only COMPARATIVELY more often. Either way, it's low odds. And the odds approach zero when you get into optimized dice pools.
3a) closely related to point 3 is the Edge wild card. This may come down to playstyle, but it's my experience that a glitch NEVER happens. All that happens when you eventually you get that unlucky result, you spend a point of edge to turn one of those 1s into a 2, and avert the glitch. Getting the unlucky "glitch" just ends up meaning (again, in my subjective experience) that you spend edge cancelling the glitch and therefore don't get to spend edge in other ways for that action. Now, of course, the flipside is that edge can potentially be spent offensively to CAUSE a glitch, if the roll was close. So, I'm calling this a 3a "wild card" rather than being its own valid point of its own

On the topic of training: yeah, you will and I daresay SHOULD glitch and even critically glitch a lot. One learns from mistakes. Going back to point 1, if you're learning to shoot, it doesn't mean your gun explodes in your hand more often than it does in the hands of an expert. You're right about that being silly. But again glitches and critical glitches can and should be other things, far more often than a gun exploding. True story: when I qualified on the M-16 in basic training one of the fellow trainees to the right or left of me shot a couple of times at my target instead of their own. I had more bullet holes on my paper than rounds I fired. SOMEONE was clearly glitching or maybe even crit glitching that day.
Edit: after reminiscing about that incident, I also remember that was also the time someone left their fire selector on "burst" and accidentally popped off 3 rounds at once. Lots of glitches and crit glitches going on in basic training. And we got the abject lesson in WHY they are so anal about only letting us have 3 bullets in the magazine at a time on qualification
