Bruce Prichard revealed on Something To Wrestle With that "Macho Man" Randy Savage was responsible for training Shane Mcmahon.

Shane Wrestling: 

“From the first day I met him because he was always a performer. He was a performer when he was graduating high school and hanging around his buddies at the house. He just was one of those kids that was going to steal whatever environment he was in at the time; all eyes were going to be on him. That is who Shane McMahon is. Plus, I remember when he was on the road with us on the ring crew and as a referee. We were given strict instructions about not giving Shane any bumps and to take care of him and all this other crap, but he would get to the towns early and set up the ring and would ask me and Randy Savage whether Randy minded him showing Shane some stuff.”

Savage Training Him:

“So, Randy and I would go to the buildings early in the afternoon after the ring was set up and work with him. I was the first one that had to take some of those stiff a** crazy tackles from that crazy son of a b***h, and I remember the first time he locked up with Randy and Randy telling him to loosen up. It’s a dance, not a fight, so loosen up. We would go in the ring and every day we were on the road we would get in the ring with him during the day and work out in the ring a little bit, then go to the gym and work out. That was early on when he was on the ring crew.”