The first thing I can remember being taught was:
If you cough, or if you sneeze
Cover your mouth, if you please.
I have no idea where I learned this, but when I visited the church I attended as a child, my then Sunday School teacher told me that I would always repeat it. Even when she'd ask specific questions, I'd always answer by saying this rhyme.
I don't know, I guess because it rhymed, it didn't seem so terrible to remember.