What lesson(s) do you think Robert Walton has learned from listening to Victor’s story and watching him die? (What did Victor tell him to learn from it?)

As he tells his story, Victor has offered Walton a number of pieces of advice. At one point, he tells Walton,

Learn from me, if not by my precepts, at least by my example, how dangerous is the acquirement of knowledge and how much happier that man is who believes his native town to the the world, than he who aspires to become greater than his nature will allow.

Victor wants Walton to benefit from his own experience. Walton's ship has been surrounded by ice for some time, threatening the lives of his entire crew. Consequently, his men have requested that, if the ship ever becomes free again, they immediately give up this enterprise and return to England. Walton wants to stay and continue his exploration, and he says,

The die is cast; I have consented to return if we are not destroyed. Thus are my hopes blasted by cowardice and indecision; I come back ignorant and disappointed. It requires more philosophy than I possess to bear this injustice with patience.

In other words, he has not learned to check his ambition, to think of knowledge as dangerous (as Victor has advised). Just as Victor has failed to internalize the advice he, himself, gives (after all, he berates Walton's crew, telling them it is cowardly to return home without achieving their mission), neither has Walton. Instead, what Walton has learned is that he cannot jeopardize the lives of others without their consent. Of the crew, he tells Victor "'I cannot lead them unwillingly to danger, and I must return.'" Victor's ambition led to his own ruin, as well as the deaths of his family members and friends. Walton may be willing to sacrifice himself to danger in the name of scientific discovery, but he is, now, unwilling to subject his crew to danger to which they do not consent. This is what he has learned from Victor's story. He is as ambitious as Victor but not as selfish.

Ultimately, Robert Walton learns that sometimes the risks are not worth the potential rewards when it comes to extreme scientific discoveries. Walton is sympathetic to Victor Frankenstein and listens to his story carefully. Victor tells a tale of scientific ambition gone too far, and after seeing the havoc Victor's ambition has wreaked on his life and on the lives of his family, Robert Walton is persuaded to abandon his dangerous exploration.
Victor's story, of course, involves his building a human out of the body parts of the dead. His ambition leads him to try to discover the secret to life and how to either prevent or bypass natural death. Victor pursues this project out of curiosity but also because he wants the glory that would accompany such a significant advancement. This leads Victor to not fully think about the consequences of his actions. He is horrified when he brings his creation to life. He immediately abandons it to fend for itself in a world it does not understand and which judges him based on his terrifying appearance. To avenge Victor's abandonment and refusal to create a female companion for the creature (actually, he makes her but destroys her when he thinks the two will reproduce), the monster takes revenge by killing Victor's friends and family. By the end of the novel, when Walton meets Victor, he is near death and in what is basically a fight to the death between himself and the creature. Despite the harrowing details of his story, which should serve as a warning to any reasonable listener, Victor gives Walton mixed messages about the pursuit of ambition. He says,

Seek happiness in tranquility, and avoid ambition, even if it be only the apparently innocent one of distinguishing yourself in science and discoveries. Yet why do I say this? I have myself been blasted in these hopes, yet another may succeed. (152)

Here, Victor begins by dissuading Walton from seeking ambition; however, he wavers at the end and says that maybe not everyone will have the tragic outcome he has experienced. At the same time, however, Victor also asks Walton to continue Victor's own quest to destroy his creature. This shows that Victor has perhaps not learned as much from his experiences as we would hope. This quest has destroyed Victor and led to his imminent death. Why would he want another man to take on this miserable feat? 
Finally, Walton decides to abandon his dangerous exploration of the Arctic, saying that he "cannot lead [his men] unwillingly to danger" and that he must go back to England (151). This indicates that Walton has learned from Victor's story: he sees that unchecked ambition can hurt not only the one who aspires to glory, but also those around him. He hears about how Victor lost William, Elizabeth, Clerval, and his father, all because of the fallout from Victor's treatment of the creature. Walton does not want to end up like Victor, dying and miserable in the cold, bleak Arctic.