We consider the effectiveness of multi-objective counterfactual explanations (MOCE) in helping individuals learn tactics, or rules of thumb, to apply when required to select a course of action in a specific context. In this setting, a counterfactual explanation compares one course of action against another. A MOCE presents this comparison by highlighting how the two options differ across a range of objectives or metrics. We conduct a study in which participants are presented with various scenarios, alongside courses of action that could be implemented in those scenarios. Counterfactual explanations, including those involving multiple objectives, are used to identify the positive and negative aspects of the provided options. Participants were then required to identify the best course of action in a range of contexts. Participants trained with MOCE outperformed those given no explanations in seven of eight scenarios and those given single-objective explanations (SOCE) in four. SOCEs gave participants an aggregated outcome (expected rewards) without breaking these into specific objectives. MOCE improved tactic learning, but participants provided with SOCE or no explanation performed better in multi-tactic scenarios. These findings suggest that MOCE enhances tactical decision-making, but further research is needed for multi-tactic integration.