It depends on what you are wanting to teach. My mother is a parent educator and taught me a lot growing up. Short answer is do everything hands on! Here are a few things that can really help:
-Spend time with them
-Talk to them like a grown up
-Listen to stimulating music
-Play with them frequently
-Read to them often
-Teach them by pointing out things and repeating them
ex. point to the color yellow every time you see it.
The more you spend time with your baby, the more confident and comfortable they will be in social situations later. If you teach them young, they will continue that want to learn and be far more advanced. Try and POSITIVELY encourage and push them.
For more info see: http://www.parentsasteachers.org