I have been given some sessional lecturing on some modules within the department, but I have no formal teacher training or previous experience and the uni don't offer it either. Although I am enjoying it, I still have reservations about it because of my lack of experience. My superviser doesn't seem to have a problem with any of this which I think is strange - or maybe it's how things are normally done, I just don't know.
Has anyone else been through this? I would like to continue the teaching when I finish - a long way off it seems! - but I am worried that it will cause problems because I don't have the training further down the line. Any advice?

Your Uni will have (or should have!) some kind of Teaching and Learning in Higher Ed department who should be able to offer you help and guidance on teaching issues. Have a trawl through the staff pages on your institution web site and see what you can find. Good luck

Ann's right - training should be available somewhere at your institution

Teaching in Higher Education is an art.

It takes years of ups and downs to learn the basics. But then, it will transform in something beautiful.

If you university is unable to give you any hint, maybe the Higher Education Academy will be able to help you: http://www.heacademy.ac.uk/ .
I'm teaching this year and I have to attend a Teaching Certificate organized by my university which is compulsory for every PhD student who has teaching duties - it's a bit of a pain now as it leaves me less time for my PhD but I'm happy to do it because I'll have one less thing to worry about when job hunting starts.