"But go ye and learn what that meaneth, I will have mercy, and not sacrifice: for I am not come to call the righteous, but sinners to repentance." (Matthew 9:13)
The Lord Jesus called all who would be His disciples to "learn of me" (or "from me," Matthew 11:29), and our text verse contains the first use of "learn" in the New Testament, thus indicating a basic item we must learn when we become Christians.
The Lord stressed that God cared nothing about the ritualistic offering of animal sacrifices, as such, but rather desired understanding of the meaning of those sacrifices, accompanied by the motivating love and faith of a repentant heart. He referred them back to their own Scripture: "For I desired mercy, and not sacrifice; and the knowledge of God more than burnt offerings" (Hosea 6:6). This is the most difficult but most basic lesson to learn by one seeking forgiveness and salvation.
There are many subsequent lessons to learn, of course; many of them very difficult even for sincere, believing Christians. Paul notes one of them he had learned the hard way: "I have learned, in whatsoever state I am, therewith to be content" (Philippians 4:11). Another difficult but vital lesson has to do with Christian humility in leadership, "that ye might learn in us not to think of men above that which is written, that no one of you be puffed up for one against another" (1 Corinthians 4:6).
Even the Lord Jesus Christ in His perfect humanity had lessons to learn. "Though he were a Son, yet learned he obedience by the things which he suffered" (Hebrews 5:8). Finally, having learned these and many other such lessons, we must not forget them. Paul, in his final letter, so reminds us: "Continue thou in the things which thou hast learned" (2 Timothy 3:14). HMM