Terahertz (THz) enables promising Tbps-level wireless transmission thanks to its prospect of ultra-huge spectrum utilization and narrow beamforming in the next sixth-generation (6G) communication system. Compared to millimeter wave (mmWave), THz intrinsically possesses compellingly severer molecular absorption and high pathloss serving confined coverage area. These defects should be well conquered under the employment of ultra-thin 3D beamforming with enormous deployed antennas with high beam gains. However, pencil-beams require substantially high overhead of time and power to train its optimal THz beamforming direction. We propose an energy efficient (EE) oriented THz beamforming (EETBF) scheme by separating the original complex problem into beamforming training (EETBF-BT) acquirement and learning-enabled training power assignment (EETBF-PA). The historical beam data is employed to update next beam selection policy. The performance results have demonstrated that the proposed EETBF outperforms the existing benchmarks leveraging full beam search, iterative search, linear/binary search as well as non-power-control based mechanism in open literature. Our proposed EETBF scheme results in the lowest training latency and power consumption, achieving the highest effective rate and EE performance.