Answer
There are actually no Old Testament prophecies about Jesus teaching about the Holy Ghost. However, Burton L. Mack (Who Wrote the New Testament) does offer a way of finding the prophecies you need. There is a trick that seems to come naturally when studying the Bible and which Mack sees happen all the time, in the classrooms of the School of Theology at Claremont. At first the study of a text may not seem to support a traditional Christian conviction, or the answer one hopes to find in the Bible. But with a little ingenuity, one can set up the comparison again with other emphases and make the answer come out right. If the first answer does not appear to be helpful, one can look for another answer to the same question, until the right answer appears.
The Old Testament is full of just the right prophecies if you know how to do this.