You can activate scenes where Kratos trains Lloyd. You can activate those by doing these things:

1. When you arrive to Palmacosta, talk to a soldier on the right side of Dorr's building.
2. When you've defeated the Windmaster and you get Raine back to your party, go to an inn where you have to pay 400 Gald per night.
3. After you escape from Asgard ranch and you go to Luin, go to that part of the town where was the inn. Talk to a man who stands outside a broken house.
4. In Hima, before you're going to the Tower of Salvation, talk to Kratos two times.

You have to activate first to do second, second to do third and third to do the last.