No right answer here. Usually depends on the situation, people, etc..

Being transparent and sharing your concerns with people, usually, is the best option. At least I am always opened for this approach. Something like: "I like you, looks good, but they offer me more. Here I will learn more, but I need the money for my education, and new macbook, so basically, I will invest in myself. Can we discuss the options. I don't know what to do".

This is honest, true, correct. If the people in front of you are good, respectful, in a nice team, they will answer you in the same honest way. They can say yes, they can say no, we can't afford more now, but if you do your job good, we can increase the payment. What really matters is that the situation is known and clear.

If they reject you, and make you feel bad, than this is a toxic environment, and it is good for you that you not staying there.

Being honest, direct, with the needed respect and humbleness is always the right choice, in my opinion.