Advances in autonomous driving provide an opportunity for AI-assisted driving instruction that directly addresses the critical need for human driving improvement. How should an AI instructor convey information to promote learning? In a pre-post experiment (n = 41), we tested the impact of an AI Coach's explanatory communications modeled after performance driving expert instructions. Participants were divided into four (4) groups to assess two (2) dimensions of the AI coach's explanations: information type ('what' and 'why'-type explanations) and presentation modality (auditory and visual). We compare how different explanatory techniques impact driving performance, cognitive load, confidence, expertise, and trust via observational learning. Through interview, we delineate participant learning processes. Results show AI coaching can effectively teach performance driving skills to novices. We find the type and modality of information influences performance outcomes. Differences in how successfully participants learned are attributed to how information directs attention, mitigates uncertainty, and influences overload experienced by participants. Results suggest efficient, modality-appropriate explanations should be opted for when designing effective HMI communications that can instruct without overwhelming. Further, results support the need to align communications with human learning and cognitive processes. We provide eight design implications for future autonomous vehicle HMI and AI coach design.