While there *might* have been a slightly better way to handle the issue, the fact remains that the co-worker is being a bit Special Snowflakey here.
When you start a new job, you make mistakes. It's the nature of the beast. It's impossible to take in all the new instructions, the new technology and software, the new places, the new people, and keep it all straight from the get-go.
As a new employee, I've been given instruction/feedback/complaints from everyone from the owner of the company to the receptionist to the janitor to my peers. It never occurred to me that the person saying, "We do X this way here," didn't have the right to say that. They've been with the company longer; they know what's going on.
If I'm a department manager and I'm doing something that makes difficulties for the receptionist, I don't think she needs to call my boss to deal with it. S/he has every right to tell me to fix it.
If the person training me is in actuality my peer or even my subordinate, they still have the right, even the *responsibility*, to tell me when I make a mistake, or question when things aren't as they are supposed to be.
And if I, as the new employee, decide to make a change to an old and well-established system, it is my responsibility to make sure everyone knows about said change, so that the company can continue to function smoothly.
In a business environment, you shouldn't have to take 10 minutes out of your day to find the correct, soothing, ultra-polite words to ask a colleague the simple question, "What's going on with the files? Sam can't find the XX volume and it's not checked out to anyone."
If you are running to your boss and complaining about that, what on earth will you do when you actually make a big mistake (and we all come to the Big Mistake sooner or later)?