The friendly folks over at Java Black Belt have put together a PMD exam. It's a pretty good basic knowledge test; if someone were to be able to answer all these questions they'd have a solid grasp on how to use PMD.
One thing the exam doesn't cover (and this is intentional) is PMD internals: the grammar, the AST, how the XPath rule integration works, and all that. Of course, for that stuff, there's always PMD Applied.
It's been a while since I've taken any sort of certification test. But when I did take the Sun Certified Java Programmer test a few years back it was very helpful - it got me to dig into all sorts of nooks and crannies of the Java language that I had avoided. Unsigned right shift, anyone? Nowadays working with PMD and JavaCC helps keep my Java skills up to date... but if I ever get another fulltime Java gig I'll probably retake the programmer certification just to ensure I'm back up to speed.