The episode where Luffy trains with Rayleigh is Episode 516 titled "Luffys Training Begins! To the Place We Promised in 2 Years!". In this episode, Jinbe leaves Luffy with Rayleigh, who takes him to an abandoned island called Rusukaina to begin his training. Rayleigh introduces Luffy to the concept of Haki and demonstrates the three different types of Haki.