I would definitely go small to begin with - 25-30SS henchman games with known schemes and a simple strategy - Turf War with Breakthrough and Distract. This means getting mpodels to the centre for scoring, Breakthrough will teach him how interactions with scheme markers work and Distract shows interactions with enemy models (not necessarily killing them) to score points.
With Toshiro he can also summon Ashigaru from corpses which will show summoning rules (slow, half wounds) and will also get him playing some models that come with Yan Lo's box.
D.