Atticus teaches his children many lessons, but the lesson on tolerance is already well explained. He also taught the children about seeing beyond the obvious with people when he makes Jem read to Mrs. Dubose. During that process, Jem learned to respect the old woman and understand that for all her faults that she also has strengths. When Mrs. Dubose dies, Jem truly wishes he had not known her because her death is more painful because he has learned to truly see her. Jem understands that message because at the end of the chapter, he is "fingering the wide petals" of the flower from Mrs. Dubose's garden, which indicates a level of respect he certainly didn't have for her before.
Most famously, Atticus teaches his children about courage. He doesn't ever tell them to act a certain way or that he sees courage in specific terms, but he does act courageously. He puts himself in the middle of the conflict with Tom Robinson, an act so courageous that his brother compares him to Christ by making the comment "let this cup pass from you, eh?" (Chapter 9). The children see this, and when their father is standing between the mob and Tom Robinson, the children stand with their father. Certainly Jem would have understood the danger, and Scout understood enough to know something was wrong, and yet the children have learned from their father to act courageously.