First:
German does not have those lean construction like for + verb-ing or Verb-ing, I verbed something else. You have to make normal subordinate phrases for most of those. The options here would be:
Ich danke Ihnen dafür, dass Sie mich dieses Wort gelehrt haben.
I thank you for that, that you taught me this word. (lit.)
Unless the word can cure cancer this is definitely too polite though :). The toned down version:
Danke, dass Sie mich dieses Wort gelehrt haben.
lehren is also very polite and formal in this example, so to tone it down to every day German:
Danke, dass Sie mir das Wort beigebracht/erklärt haben.
Second:
Vater, lehre mich...!
This is an order, thus it doesn't really have/need a grammatical subject in the sentence. Vater is just a pretext to address the order, it doesn't belong to the sentence and it is just there to let us know who is being talked to. Mich is accusative case of I.