If I train my myth pet on my storm wizard, will the pet receive storm-give instead of myth-giver?
Unfortunately it won't work like that but what you can do is hatch your myth pet with a good storm pet to change the pool of talents. Take it to adult then hatch again. Do this a few times to move the myth talents out and replace them gradually with the desired storm talents.
Alternatively you might want to start off with a storm pet instead and do the same as above to improve the talents and end up with desired talents.