In the afternoon of the terrible incident that ends the friendship between Willie, Hally, and Sam, certainly many things could be taken as lessons that Willie and Sam, the most affected, may have learned. Unfortunately, they will not take too many epiphanies from the experience. Instead, they may solidify the sad reality of what they already suspected: that things, as they know them, will never change.
The first thing that they may have learned is that their ideas about life, community, and kindness are simply impossible to have in Apartheid South Africa. They learn that, at the end of the day, whites and blacks will always be separated and, in their society, they will never be able to coexist. Therefore, Sam and Willie accept this to the point that the play ends the same way in which it begins: With Sam and Willie dancing to the sound of the blues.
Second, the may have also understood that the place of the servant will always remain so. The friendship that they are able to build with Hally is tender, as it is kind and warm. When Hally begins to lose control, the limitations of the master/servant dynamics return in full throttle. From this, Willie and Sam may have reminded themselves that they were servants from the very beginning: no servant is supposed to befriend their master. This is another reason why they dance as if things were to continue "as they should be".
The last thing they may have become convinced of, in their minds, sadly, is that all whites will harbor a form of racist superiority against all blacks. This is quite possible because the last person that they could have suspected of treating them badly happens to be the one person that actually does it. Neither Sam nor Willie ever witness treatment so callous and insulting as what they receive that afternoon. What is hardest to accept is that it comes from the most unsuspected person, and the one whom they both love most. For this reason, the saddest lesson that the men learn is that in their time and place, they will always been seen as lesser individuals.
Unfortunately, the men cannot take much goodness from what they experience that afternoon. if anything, they learn that life will probably never change.