Hazard perception is considered one of the most important abilities in road safety. Several efforts have been devoted to investigating how it improves with experience and can be trained. Recently, research has focused on the implicit aspects of hazard detection, reaction, and anticipation. In the present study, we attempted to understand how the ability to anticipate hazards develops during training with a moped-riding simulator: the Honda Riding Trainer (HRT). Several studies have already validated the HRT as a tool to enhance adolescents’ hazard perception and riding abilities. In the present study, as an index of hazard anticipation, we used skin conductance response (SCR), which has been demonstrated to be linked to affective/implicit appraisal of risk. We administered to a group of inexperienced road users five road courses two times a week apart. In each course, participants had to deal with eight hazard scenes (except one course that included only seven hazard scenes). Participants had to ride along the HRT courses, facing the potentially hazardous situations, following traffic rules, and trying to avoid accidents. During the task, we measured SCR and monitored driving performance. The main results show that learning to ride the simulator leads to both a reduction in the number of accidents and anticipation of the somatic response related to hazard detection, as proven by the reduction of SCR onset recorded in the second session. The finding that the SCR signaling the impending hazard appears earlier when the already encountered hazard situations are faced anew suggests that training with the simulator acts on the somatic activation associated with the experience of risky situations, improving its effectiveness in detecting hazards in advance so as to avoid accidents. This represents the starting point for future investigations into the process of generalization of learning acquired in new virtual situations and in real-road situations.