It is interesting how, apart from the money that Willy physically gains for his family through his death, the legacy in terms of his life, ideas and values are different depending on each character. Linda is obviously confused and heartbroken about her husband's suicide. To her, Willy's death makes no sense as they ironically were just about to pay off their mortage and be "free" together from financial responsibilities. She is unable to understand that Willy could not live with the thought of being a failure, even if he has finally achieved financial stability.
It is in the characters of his sons, however, where we most clearly see the legacy of Willy's beliefs and ideas. Biff, who has seen through his father and recognises Willy's life for what it really was--a failure--seems to have learnt from his father that he should not waste his life in pursuing hopeless and unrealistic dreams. The comment he makes to Happy, "I know who I am, kid," seems to suggest that he has a firm and realistic outlook on life now, and will not try to achieve what is not realistic. Happy, however, has swallowed the illusions of his father hook, line and sinker. Note what he says and how he responds to his father's life and death:
I'm gonna show you and everybody else that Willy Loman did not die in vain. He had a good dream. It's the only dream you can have--to come out number-one man. He fought it out here, and this is where I'm gonna win it for him.
Thus we see that Happy still persists in believing the illusions that his father based his life upon and has not really learnt anything from his father's death.
Thus it is that apart from the physical legacy of Willy's death, we can see that he actually left different things to different characters.