How do I remove the training wheels? - Huffy Boys Pro Thunder Bike (20")

You will need either an adjustable wrench, a socket of the right size, or a box end wrench of the right size
(If you read through this and still don't feel like you're up for it, your local bike shop will be more than happy to do it - and it will either be really cheap or free)
The bolt you need to loosen is on the back wheel where the training wheel meets the bike. Find the right size tool for the job.
Grab the back wheel and try to wobble it side to side, then remember how much give there is so your end result gives the same feel.
You may need a second wrench to place on the nut/s between the frame and the hub to prevent this from turning, though it will probably only be needed for tightening everything after you're done.
-Start on 1 side (doesn't matter which one) and loosen the outside bolt with your wrench/socket
You will need to remove it completely to take the training wheel off of that side.
-Slide training wheel off and hand-thread the bolt back on, not tight yet.
-Do the same for the other side, both training wheels should be removed at this point.
It may help to have someone else for this next part
-Pull the back wheel as far back as it will go, don't kill yourself, but make sure the chain won't slip off because it's too lose. Make sure the wheel is aligned with the bike frame, not twisted, otherwise it will loosen on its own
-Tighten one bolt on the outside down onto the frame. This is where you might need to use a second wrench to keep the hub from rotating. Don't turn the nuts on the axle in the area inside the frame (between the frame and the wheel) as they should be tightened correctly, instead just hold them steady while you tighten the outside nut onto the frame. If that wasn't clear, you're pinching the frame between the nuts inside, which you never moved, and the nut outside the frame, which you removed to take the training wheel off.
-Repeat for the other side while still maintaining tension on the chain.
-You should be done, check to see if the wheel can wobble side to side and compare to your earlier result. If it moves too much, continue tightening outside bolts (both sides until they're good and tight)