The use of augmented reality (AR) and mixed reality (MR) technologies for training is growing due to benefits like increased immersion, safer training, and reduced costs. However, the effectiveness and user experience of AR/MR training, particularly for head-mounted displays (HMDs), remains unclear. The purpose of this study is to investigate user perceptions and retention of AR/MR training for a procedural task delivered through an HMD. This two-part study utilized a within-subjects experimental design with 30 participants to determine how instruction method (paper vs. AR vs. MR) and time of procedure recall (immediate vs. post-test vs. retention) influenced completion time, perceived task difficulty, perceived confidence in successfully completing the task, workload, user experience, and trainee reactions. Results showed notable differences between instruction methods for user experience and preference, with significantly higher user experience ratings for MR and lower preference rankings for AR. Findings also show decreased performance, increased perceived task difficulty, and decreased confidence as time since training increased, with no significant differences in these measures between instruction methods. Completion times and workload were also similar between instruction methods. This research highlights objective and subjective differences between paper-, AR-, and MR-based training experiences, offering insights into which type of training may be suited for a particular use case. Recommendations for appropriately matching training modalities and scenarios, as well as for how to successfully design AR/MR training experiences, are discussed.