It's a prolonged training, and at any time up until a nun takes her final vows, she can walk away. After she takes her final vow and is married to Christ (as was symbolized by receiving a wedding ring at her final vows), it becomes more difficult to just "walk away" -- it become a sort of divorce, where her vows are nullified by the Church's supreme authority, the Vatican.
While it varies from order to order, here are the basic steps that a woman goes through to join an order:
An aspirant has visited a convent, lived with them 2-4 weeks, and has developed an idea of convent life.
A postulant is basically a "kindergarten nun" -- learning the rules, learning the acceptable behaviors, the prayers, how to fit into a community. Postulants may find the struggle to adapt to the rigors of a religious life to not be for them or discover that this is not the way that their wish for service should be expressed, and can freely leave.
After they make it through the postulant stage, they enter a stage called the "novitiate", and are considered "novice" nuns, where their studies are more profound, and they become more a part of their community. This usually lasts about two years. During the postulancy and the novitiate, both the nun and the order are trying to determine if the nun has what it takes to become a fully professed nun.
After their novitiate, nuns make their "first profession" and enter the sisterhood, but still as "junior" members of the community. After 2-3 years, they are allowed to take their "final profession", make their final vow and they become full-fledged members of the community. After they take final vows, leaving the community is a much more complex process -- it's more of a divorce.
It's a long process, but it is considered life-time choice, often made at a time when a woman is young and idealistic. After almost 6 years, a woman has a good idea if she is suited to the spiritual and physical rigors of a religious life.
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