First of all, it taught me this series isn't an anime, but a series of shmups with derpy faces everywhere -_-.
The thing that really drove me into the series was the myriad of fan content (TBH I'm not a fan of brutally difficult shmups). I especially love the RPGs (Genius of Sappheiros, Labyrinth of Touhou, Touhou Mother), and the RTS games (Age of Ethanols, Touhou Empires). I've learned that Touhou is really the ideal community for content creators, where people are free to make and spread fan content without getting shut down by the copyright holder. It makes the series what a series should be: not the narcissistic ramblings of a censoring, copyright-abusing author that conforms to one rigid vision but a world of games, manga, art, music, etc. created by all sorts of different people with all sorts of different perspectives, that are all allowed to exist (yeah, I'm very very anti-intellectual property).
It taught me alot about Japanese mythology and religion, like Kaguya/Tale of the Bamboo Cutter, the Yamas, Buddhism (with Bishamonten or their various heavens), Taoism, Shinto, a bit on Japanese history, and just how much are they obsessed with English (or, well, Engrish):
https://www.youtube.com/watch?v=xOKfaD7cSdE. Hell, the series inspired me to start teaching myself Japanese (it's a pretty fun language, not as obnoxious as Spanish that's for sure

) I think that if you want to get into Japanese culture in general Touhou is a great place to start.
Finally, it taught me that memes aren't bad not obnoxious: in fact they can add a lot of flavor and personality to otherwise bland characters or characters traditionally depicted one way in mythology. Who doesn't love Princess Kaguya when she spends all day locked in Eientei playing videogames, bullying Reisen, and then yelling HELP ME EIRIN!! when Reisen gives her a paper cut.