Edge guarding. Make sure he has that down. If you play a floatie teach him the chain grab. Outside of that everything else will take months on months to get anywhere near good at.
If you plan to help him understand the neutral then I would recommend teaching him that everything you just taught him is far from guaranteed. If he dash attacks cc him and put 50% on him. He will learn very quickly how few options Sheik has to approach and instead will begin to punish yours. I would lead it in to him what the neutral is and how it works.
Teach him spacing. Explain where Sheik has her punishing hitboxes within her space. As a Falcon main I would guess that you know ALL about that.
As far as tech goes get the basics down: wavedash, waveland, shffl, platform movement.
Sheik specific techs: Shino stall, needle cancel.