Al-Khidr is a character from the Quran. In Islam, he is either a saint or a prophet -- which of the two is still disputed amongst scholars today. His name translates out of Arabic as "The Green One".
Al-Khidr apprears in Quran sura Al-Khaf. He is encountered by Nabi Musa, known in the Judeo-Christian traditions as Moses, who wishes to travel with him so as to gain his wisdom; Al-Khidr sees that Moses bears the Torah, and demonstrates his respect for the scripture by allowing Moses to follow -- on a single condition: That he should never question Al-Khidr's actions. The wisdom of The Green One is of a different nature from that of the Torah, and Moses is to learn strictly from observation.
Of course, here comes the wisdom. You can already predict what will happen, I'm sure -- Al-Khidr does a few things that Moses does not understand, Moses asks questions, and Al-Khidr leaves him, but only after justifying his behavior. It's classic. I'll spare you the filler; I'll list for you Al-Khidr's actions, and how he explains himself for committing them.
1)Al-Khidr destroys a borrowed boat after using it across a river. He says that he does it because its owner is good, and as his king is on the verge of confiscating functional boats to wage war, that the owner would prefer it rendered useless than rendered a weapon.
2)Al-Khidr murders a child. The child is a disobedient one, and would cause his pious parents strife if he should live much longer. His parents' next child shall be obedient, and do well by them.
3)Al-Khidr repairs a disheveled wall to a town that offered no hospitality to him nor Moses upon their arrival. Exposed in the rubble of the wall is the money of two local orphans; it was hidden in the wall before it was destroyed. By rebuilding the wall, he protects the orphans' savings.
Well, I'll just say that the moral here is not as simple as it might seem -- only insofar as it is not totally obvious. It is hardly difficult to ascertain either, but I may as well just give it to you:
By telling Moses not to question him, Al-Khidr implies that Moses will have to be patient to learn from him -- he will have to see the outcomes of Al-Khidr's actions to gain his wisdom. Al-Khidr's actions mirror Moses's efforts to learn, because Moses agrees to travel with Al-Khidr for eventual betterment, as Al-Khidr's actions, while not immediately beneficent, will bear results that shall prove him good in the end. By questioning Al-Khidr, and therefore breaking his contract with him, Moses loses a tutor; if Al-Khidr should have only partially committed to his actions, he would ultimately prove to be bad (trust me, if you break somebody's boat and kill a child without good in mind, your local Imam will not praise your love of humanity.)
So the moral is to do as you tell yourself you shall, and never otherwise; while it is true that Moses gained some trivial knowledge about a village king's legislative plans, a little boy who was nasty, and a couple of orphans (and where they stash their cash -- I guess that could be useful!), he never learns how Al-Khidr knew that his actions would be so important, which is the sort of wisdom that Moses probably sought in traveling with him. The story of The Green One is a story of integrity.