What Tolkien said
Here's an interesting comment Tolkien made about Eowyn, in a letter of around 1963:
Though not a 'dry nurse' in temper, she was not really a soldier or 'amazon', but like many brave women was capable of great military gallantry at a crisis.
(Letters, Letter 244.)
As has been said, she was presumably trained on how to fight, but expected to do so only defensively, something for which there was historical precedent among the Rohirrim's ancestors.
Tolkien had had some military training, but did not see himself as becoming a professional soldier. As we know, however, he and so many other young men, quite civilian, became servicemen due to World War I.
Tolkien said that he was not a 'good officer', and said that the character of Faramir was the character in LotR most like him, but with far more courage. Like him, two of his sons became servicemen, this time due to World War II.
One can see a resemblance between Eowyn and Tolkien's generation, as well as that of his sons'. Her desire to be 'a shieldmaiden no longer' seems similar to that of many servicemen like Tolkien and later his sons, who wanted to leave soldiering behind now that the war was won, and get on with their disrupted civilian lives. It's no more different than Sam Gamgee, Merry Brandybuck, and Pippin Took after they returned to the Shire, getting back to ordinary, civilian life, marrying and having families.
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