The role of Mentor is to encourage the Challenger to study and play, and guide the Challenger towards the right topics.
You can also provide direct teaching, such as:
Remember to be adaptable to what the challenger wants to do, and patient with their misconceptions. Variety of methods is always good.
Also, the teaching process should be enjoyable for you as well. Ideally, you will benefit your own game from it. Consider doing some of your own studying in order to pull out nuggets for the challenger. When they have a question, try to understand the situation fully to your own satisfaction.
If you have produced some nugget of wisdom or understanding, please consider sharing it back to the community to help others stay interested and motivated. Even just a report that the challenger has spent the last couple of weeks studying X, and its been helpful.