What does Frankenstein tell Walton that Walton should learn from Frankenstein instead?
In response to Walton's eagerness for discovery and glory, Frankenstein says, "Learn from me, if not by my precepts, at least by my example, how dangerous is the acquirement of knowledge, and how much happier that man is who believes his native town to be the world, than he who aspires to become greater than his nature will allow." He argues, then, that knowledge is dangerous and that knowing more than we are supposed to know actually makes us miserable even though we think it will make us happy. Frankenstein wants Walton to learn this from him because it will save Walton a lot of grief and unhappiness if he can relinquish his desire for discovery and glory.
Further, Frankenstein tells Walton, "If the study to which you apply yourself has a tendency to weaken your affections, and to destroy your taste for those simple pleasures in which no alloy can possibly mix, then that study is certainly unlawful, that is to say, not befitting the human mind." In other words, Frankenstein says, if whatever intelligence Walton is pursuing causes him to give up his family and prevents him from taking joy in the things things that used to make him happy, then that is a course of action or study that he should give up.
In Walton's opening letters, Shelley characterizes the adventurer as one who is willing to risk all for his quest. He even states that a man's life or death are worth sacrificing. Frankenstein, of course is appalled by Walton's statement because he has experienced the consequences of an insatiable thirst for knowledge. He cries out to Walton:
Unhappy man! Do you share my madness? Have you drank also of the intoxicating draught? Hear me--let me reveal my tale, and you will dash the cup from your lips!
Victor's desire is that Walton will realize before it is too late that his obsession with knowledge can lead only to destruction.