you're not a jedi until you create your first lightsaber. Vader in RotJ "I see you have constructed a new lightsaber. Your training is now complete."
Thats what he was doing. He went back to obi wan's hut on tatooine and created new lightsaber. I always thought he found Qui-Gons old crystal, but everyone else seems to say that he created a synth crystal. I have read most of the novels, but not the comics so I am not entirely sure abou tthe crystal.
But thats what he was doing. Once you create your saber using only the force....your training is complete.
Its actually "your skills are complete". :P But anyway between Empire and ROTJ, Luke trained and made a new lightsaber which was rather a big feat seeing what limited resources Luke had. So by ROTJ his training was complete. The movie novelizations go more in depth with Luke's training in being a jedi, as does the books between the movies.