Theories of learning categorise people in various ways depending on the types of learning activities they get the most benefit from. It's crucial that training sessions be developed with these theories in mind, to ensure that learners of all different types are able to benefit from the training they receive.
It's difficult to say if any one style of learning is more common, simply because these are preferences, rather than hard-coded abilities, Most people can learn via multiple modalities, but have one particular preference that is most effective for them.
Auditory, Kinaesthetic, and Visual Learners
People who are auditory learners relate best to the spoken word, and learn best when given instructions verbally. For example, they typically benefit more from listening to a podcast or lecture and taking notes, or learning by taking part in or listening to discussions.
A kinaesthetic learner is someone who learns by doing. They'll learn most effectively by getting actively involved. Watching a demonstration isn't enough, they need to learn new skills by practicing them. They need to be actively engaged in the learning process; otherwise they may become impatient and lose interest. The best way to describe them is 'hands on'.
People who learn visually are at their best learning from the written word. Like auditory learners, they like to be able to take notes, but for the visual learner the key part of the process is rereading and perhaps even rewriting notes as part of the transference from short-term to long-term memory. Written handouts and videos are useful for visual learners.
Activists, Theorists, Pragmatists, and Reflectors
This second method of categorising learning styles looks at the attributes of four different types of learning:
Activists learn by doing. They benefit most from activities like puzzles, competitions, and role-play.
Theorists need to understand the why questions. They like training materials that use statistics and theories, and incorporate background information, like case studies and problem-solving activities.
Pragmatists learn from case studies and problem-solving like theorists do, but they like to see theories applied to real-world situations, rather than learning about abstract ideas. They don't have much use for abstract ideas; they want to know how what they're learning will be useful to them specifically.
Reflectors learn by observing and reflecting on what they see. They're not usually inclined to take part in group activities; instead they prefer to learn by watching other people take part in activities. They benefit most from small discussion groups, self-analysis, and coaching or mentoring.
There are links between these methods, but it's worth considering each individually to get maximum insights.
Why it matters
There are other ways to categorise learning; for example, by the types of things that motivate people to learn. However, these methods are important because they need to be taken into account when preparing training materials. To make sure that all types of learners benefit from training sessions, it's important that each session incorporates a range of different activities. Otherwise, you risk losing the attention of people whose learning styles aren't being attended to.
Take the example of a training session in which employees are learning how to use a new piece of equipment: visual learners prefer to read an instruction manual while auditory learners prefer to have the machine explained to them by another user; however, kinaesthetic learners are typically happy to jump right in and figure the machine out for themselves.
In the second learning category, the example of a roleplay effectively illustrates the differences between the four learning styles: activists will enjoy taking part in a roleplay activity, and will probably be the people who volunteer for roles. Theorists and pragmatists are more likely to enjoy the post-roleplay discussion, while reflectors will tend to observe both roleplay and discussion without taking an active role in either.
A popular truism is that people learn best by hands on practice, and there is much evidence to support this in practical tasks. A very simple example would be repairing a machine. However, there are forms of learning where statistics and facts need to be learned and a different approach will be useful.
The key thing is to approach training, and the creation of learning materials, with the understanding that people have different styles and needs. If you try to look at your approach from different angles you will have a higher chance of appealing to a broader range of your audience.