His way: A thing to learn from Mahi is how to be patient in bringing change. In 2008, when he was appointed the full-time captain, the team had members having vintage and stature larger than him. Dhoni didn't rush change; his success was in driving all to be part of the change. In leadership 'my way or the highway' is not a thing.
Balancing risk-n-knowledge: Some attribute Dhoni of being a "lucky risk-taker", in reality, he was an immaculate planner. One who knew his team, studied his opponents and drew probabilities from situations better than most. When we see bets placed by someone delivering consistently, its preparedness and not luck.
Be Real: Dhoni hailed from a modest background. Coming from a small town, team India could not have been more intimidating. Dhoni never allowed the big stage to rob him of himself.
Managing Pressure: An excellent quality is to be able to absorb the pressure, rationalise expectations and keep doing things you believe. We all have seen the calmness of "Captain Cool", not to succumb to pressure is great, more so is not to relay it to your teammates.
Know when you are not at your best: Handling failures and passing on the baton has not been the easiest for even the greatest in the game.