What do I say when they ask what my weakness is in a interview?

Tell the interviewer what your weakness is. Always admit to at least one weakness. No weaknesses means that you're a perfect worker, and a perfect worker doesn't exist.

What do you need more training in? The 'weakness' has to apply to your job, not your home life. If you're not up to speed on some of the software programs, you can ask which version they're using (Excel has so many updates NOBODY is up to speed on that, for ) and let them know that if they're using a version you're not trained on you can do online Youtube learning on your own to bring yourself up to what they need.

frankly I think this is a stupid question but it might have some bearing on the opinion of the applicant by the interviewer and give some credence to his choice

Long time hiring manager here: I haven't asked that ancient question in a very long time. I would jokingly answer "chocolate".

Say whatever your weaknesses are but then go on to say how you are improving in it

Tell them you have no problem doing the crime, but it's the jail time which you can't handle. Then ask them where they keep the petty cash.

perfectionist

It depends on the job.