Who does monkey king learn magic from?

First answer

He learns magic from the immortal Subhodi.

Second answer

When he was only an ordinary monkey king, he saw one of his people died. He became so sad to know that everyone has to die. He then determined to search for a skill to achieve eternal life. He went to a voyage to find an immortal priest. From him he started to learn about "magic" to change to many forms, kung fu, and many other things.

Read the book, this is in the first chapters. Lots of fun. See how he's transformed from an ordinary "mortal" being who needs to do things like we do to a powerful being.