The query used in the training sessions is intended to find actors and directors who have worked together on movies, but a common typo can result in no results. The "EXPLAIN" keyword has been introduced in Neo4j 2.2 to help diagnose issues with queries like this one. By using "EXPLAIN", users can see what the query planner thinks the query would do without actually running it, including an estimated number of rows that need to be processed. This can help identify typos or other problems with the query.