First of all, Sam is a black man, he has no real education except from what he has learned from Hally. But Sam is curious and has a strong personnality.
For willie, I'd say he is litteraly trying to teach him how to dance, That'd be the first thing you'd see but deeper, there's also the No-collision world part where they say that life is a sort of dance without music to guide them, maybe he's trying to open their minds. Don't forget about the violence willie imposes on his girlfriend and how Sam tells him what to do.
For Hally there are many things he has been teaching him, first when they talk about the men of magnitude. They both give the men they'd "like to be like" or they admire, and they talk about religion. But I think that Sam isn't directly giving a lesson in that part buut more likely in the end. When they get in a fight, maybe to make Hally realize that he is wrong acting and saying horribles things about his father, and then being mean to willie to hurt Sam.
I don't think that's all of it, but it's quite a start, sorry for the mistakes I might have made, I'm not english and my english isn't that good :/
Hope I helped :]