Did he have to specifically train himself for this?
Years of practice. Superman being raised as human, had to learn to control everything he does, including emotional outburst (Adrenaline). Namely he had to "learn" to manage his strength from the time of his boyhood, and apply only the barest fraction of it to function in every day life, by doing that over the years he's managed to gauge "What's durable" what's fragile so he can handle an egg. Thanks to years of practice he's able to discern what's durable and what force to exert. In various instances in the comics, movies and animated depictions, he showcases himself as weak to throw off suspiscion, and has mastered the art of acting to portray himself as less than agile, goofy and even clumsy.
As for his ability to judge physical durability, that's a matter of observation, he knows an egg is fragile vs. a piece of steel.
This doesn’t need an explicit in-canon answer. You can still tell the difference between the weight of an empty spoon, a spoonful of sugar, and a spoonful of water, even though you can lift them all effortlessly. Similarly, you can tell the difference in sharpness between a normal stick, a pointed stick, and a smoothed/rounded stick, even though none of them are sharp enough to hurt you. So this is like asking how Superman knows whether it’s raining, or how Batman puts his socks on: Just the same way as the rest of us, presumably, unless canon sources specifically suggest otherwise.
He doesn't... Take this speech from "Justice League Unlimited".
That man [Batman] won't quit as long as he can still draw a breath. None of my teammates will. Me? I've got a different problem. I feel like I live in a world made of cardboard, always taking constant care not to break something, to break someone. Never allowing myself to lose control even for a moment, or someone could die.
Simply put it, Superman is SUPER.