From this dream, Santiago learns about his personal legend even though he doesn't know everything about it yet, this dream is a spark about to start a flame.
Captured and becomes wind
From this encounter santiago learns about omens and that his personal legend is real and that he should pursue it even though there might be obstacles and hardships along the way it will be worth it.
The Pyramids
Seeing this place and meeting all these people Santiago learns that this is a good omen and that he should trust the alchemist and that Fatima won't move on but she will wait for him to come back after he has finished his journey
Treasure
From experiencing this Santiago learns to trust in himself, the elements that he barely knows and believe that he can turn into wind. Doing this he realizes the truth about the Soul of the World
From seeing this Santiago learns where the treasure actually lies (after being beat up/attacked by a group of passersby) The treasure has always been under the sycamore tree in the abandoned church where he originally dreamt about his journey/personal legend.
From having this Santiago learns that even though he has actual gold treasure the real treasure was going on this journey and meeting all these people especially Fatima, the king and alchemist