On the Gamer Assembly wiki FAQ, one of the questions is:
Are there any pre-made D&D 4E adventures designed for one player and one DM? Something to help teach rules (for both DM and player)?
This is what the Red Box was designed for. If you’ve paid for a D&D Insider account, you can download the solo adventure Dark Awakening (thanks to digitaldraco for the pointer).
However, the Red Box is an odd gaming aid, and doesn’t quite match the request. Many don’t have DDI accounts. I don’t know of any other adventures that serve as teaching aids, so here’s some general advice:
To begin, talk to each other about the sort of character that the player wants to play, and the genre of story that both player and DM are comfortable with. Do you want a combat-heavy story? An investigative mystery? A rousing adventure with lots of daring, athletic stunts?
Once you’ve determined this, start the player-character in a constrained environment. That is, start in a small village or a house out in the country, rather than a huge city.
Spend the first session focusing exploring the environment with appropriate skill checks. Get the user used to rolling a d20 and adding a modifier. Interact with local people.
Then give the PC a physical challenge. Rescue someone (or something) that’s in trouble. Require no combat; just skill checks.
This may take up the entire encounter. That’s fine.
Then, move on to the first fight. Start small. (Always start small.) Challenge the PC with one simple creature, like a dire rat or a fire beetle. Try to find a creature with only one melee or ranged attack power. Avoid surprise rounds, grappling, or charging. You want this to be a simple exchange of blows.
The point of the first fight is to get the player comfortable with the basic mechanics of fighting: pick a power, roll a d20 and add modifiers, and roll for damage.
As they become useful, introduce the following concepts:
- Critical hits
- Critical misses
- Death saves (though I hope this is unnecessary in the first fight!)
- Second wind
Once the PC wins the first fight, introduce further enemies and confrontations. In each fight, introduce one or two new rules, including:
- Attacks of opportunity
- Conditions with save ends
- Falling prone
- Flanking and combat advantage
- Huge creatures
- Tiny creatures and swarms
If later enemies overwhelm the player-character, consider adding a player-controlled sidekick that has its own character sheet.
Hope this helps!