When I was training for my PPL, towards the end when I'd been through the syllabus, I arrived at the airfield on a very windy day, prepared to be told to go home. The crosswind component of the wind was between 17 and 22 knots consistently, and I knew the PA28 I was learning in had a maximum demonstrated crosswind landing limit of 17 knots.
My assumption was that you couldn't attempt to land the aeroplane if you knew the crosswind was beyond this limit, but my instructor pointed out that this was simply a demonstrated limit and there was no harm in practicing on such a day to determine how I personally coped with strong winds, and in fact he thought practice in such conditions was a good thing for me to have.
It turned out to be a great training session - I felt safe because the instructor was there (though he never took control), I was performing crosswind landings at 22 knots across, and as it turned out, I handled it quite well. Now I feel that much more confident about handling such landings - although I'd still hesitate about knowingly landing in such conditions and be ready to go around at any time, I don't feel like it's beyond my ability.