Rush’s Cygnus X-1. Tells much about the titular black hole (and general black hole fun facts)
I also learned just today what “Rocinante” refers to.
Hurricane by Bob Dylan. It may not be the most accurate lesson but it’s definitely a lesson about the murder case against Ruben “Hurricane” Carter.
Don Quixote’s horse? What does that have to do with black holes?
It is more of an editorial/protest song than a tutorial.
The sun is a mass of incandescent gas.
It’s also quite impressive recounting of the events of the arrest and trial (in that it’s still a fairly good song but it’s also an account of the events, not that it recounts them from an accurate or unbiased point of view)
It certainly taught me all I knew about the case until Wikipedia came along.
A good one…
Ask Neil Peart:
I set a course just east of Lyra
And northwest of Pegasus
Flew into the light of Deneb
Sailed across the Milky Way
On my ship, the Rocinante
Wheeling through the galaxies
Headed for the heart of Cygnus
Headlong into mystery
Gilbert and Sullivan’s step-by-step guide to making your very own heavy dragoon:
There’s a moon in the sky, it’s called the moon
The Ozark Mountain Daredevils provide instructions for several tasks in this one.
There may be fifty ways to leave your lover, but the song only tells you five of them. So less informative than it might have been. 
The Animaniacs song “Several Drops of Rain” is a succinct, and rather catchy, explanation of the water cycle:
https://www.youtube.com/watch?v=DCW_JOx5dvQ&list=RDDCW_JOx5dvQ&start_radio=1
Dylan’s “Lonesome Death of Hattie Carroll” and Woody Guthrie’s “Deportees” and “1913 Massacre” would be other examples of this subgenre of “storytelling/protest” songs which assume their audience is unfamiliar with the event being protested and needs to hear the full story. I would say these qualify as “lesson” songs.
If recounting historical events counts, then I nominate the Gordon Lightfoot ballad The Wreck of the Edmund Fitzgerald.
I would prefer not to get into the whole protest song sub-category, please-it is too large. maybe someone can start a protest song thread?
Of course it is a polemic song, but close to the truth in 1982, and closer to the truth now.
The song Zombie by the Cranberries taught me about the issue was between Northern Ireland and the UK, at least it helped to direct me to look further into it. I never quite understood what they were fighting about for so long until I heard that song. Or what an actual real life Zombie was.
Queen’s '39 is a neat little ditty about relativistic space travel, and makes an attempt to explain time dilation.
For so many years are gone
Though I’m older but a year
How about Benson, Arizona from the movie Dark Star…
Now the years pull us apart
I’m young and now you’re old
But you’re still in my heart
And the memory won’t grow cold
I dream of times and spaces
I left far behind
Where we spent our last few days
Benson’s on my mind
Benson, Arizona
Blew warm wind through your hair
My body flies the galaxy, my heart longs to be there…