I changed part of your question to read "Finny preparing Gene for the Olympics" because I think that's what you must have meant. That being said, here's what the two elements reveal about Gene and Finny.
Gene--both Blitzball and the preparation for the Olympics demonstrate that Gene is insecure and a follower. Even if he did not like Blitzball, he would not refuse to play because he would not want to be even more of an outcast. Gene wants desperately to possess Finny's charm; so he follows almost everything Finny suggests (or commands!). Similarly, Gene is not particularly interested in athletics--he makes that clear when his solution to the injured Finny's request for him to get involved in sports is to be the "manager" of Devon's crew team. Thus, when Finny forces Gene to train for the Olympics, Gene does soout of guilt and his follower tendencies, not out of a desire to be athletic.
Finny--Blitzball is an early characterization of Finny in the novel not just as a charming leader but also as a motivator and an inclusivist. Finny encourages Leper to play Blitzball and even finds ways to make Leper's awkwardness seem advantageous for the sport. Finny's ability to make up a game and motivate many others to play it demonstrates his charming personality and his inherent charisma. In regards to the Olympic training, the reader could interpret Finny's role in this section of the book in different ways. If one views the post-injury-Finny as being manipulative, then he could argue that Finny's training Gene for the Olympics is to make Gene feel even more guilty that Finny cannot train himself (because of Gene). However, Knowles seems to imply that even post-injury-Finny cannot help but be a leader and thathis training Gene is the next best thing to Finny's getting to train. If this is the correct interpretation of Finny's character, then his willingness and desire to train Gene demonstrate not only a forgiving spirit but also an optimistic attitude toward seemingly everything in life.