Extremely large-scale multiple-input multiple-output (XL-MIMO) is a key technology for next-generation wireless communication systems. By deploying significantly more antennas than conventional massive MIMO systems, XL-MIMO promises substantial improvements in spectral efficiency. However, due to the drastically increased array size, the conventional planar wave channel model is no longer accurate, necessitating a transition to a near-field spherical wave model. This shift challenges traditional beam training and channel estimation methods, which were designed for planar wave propagation. In this article, we present a comprehensive review of state-of-the-art beam training and channel estimation techniques for XL-MIMO systems. We analyze the fundamental principles, key methodologies, and recent advancements in this area, highlighting their respective strengths and limitations in addressing the challenges posed by the near-field propagation environment. Furthermore, we explore open research challenges that remain unresolved to provide valuable insights for researchers and engineers working toward the development of next-generation XL-MIMO communication systems.