Luke, with a compassionate look, glanced at the trembling old devil and softly said, "By the way, Master Ancient One, remember to focus on the attack, don't be merciful just because he's old.
Master Hector stared at Strange, strolling through the Dream Dimension, and thought to himself, 'This is a tough challenge, and if you aren't adequately prepared, you could easily be eliminated from the tournament.'
"There are 2 points in that. You aren't the Thor of this universe. Even though you are called Thor, if you run to Ms. Jane Foster at this time, it is still immoral. It's the same as cuckolding yourself."
The content could be summarized as 'the greater the ability, the greater the responsibility', 'the task of saving the world and maintaining peace is left to you', and other such pep talks.
Other superheroes, like Captain Marvel, was busy being a cosmic policeman and had no time to accompany Luke on a space-time trip that was full of potential battles ahead.