A similar but related lesson: the best way to teach something is to design a task that is just difficult enough that the learner can figure it out on their own.
When I was reading parenting books in preparation for my own kids, this is one consistent theme that kept coming up, sometimes called "scaffolding." The idea is that you provide a safe environment, design a task that is just the right level of difficulty, then let the child figure it out themselves. (For example, rather than directly holding a kid climbing up a ladder, let them climb it by themselves while you stand by to catch them just in case.) As a result, they develop more independence, self-confidence, and the lessons stick.
"Every time we teach a child something, we keep him from inventing it himself. On the other hand that which we allow him to discover by himself will remain with him visibly for the rest of his life." -- Jean Piaget