Al-Jafr

"Esoteric teachings" is somewhat broad and could include many things. 

Taking an overall view, there is no formal or jurisprudential requirement within Islam that esoteric learning be conducted through a teacher. (Some specific groups, like some Sufi groups, may have their own view, but I am speaking from an overall perspective.)

That said, it is generally easier to learn any subject through a teacher, and there is a virtue to the tradition of person to person transmission of religious sciences, including esoteric sciences. Virtually every religion and group worldwide passes on these things on a person to person basis, rather than in a depersonalized manner. There may be other advantages to having a teacher as well, just as, in mundane life, there are other advantages to having a teacher (for instance, in mundane life, the teacher may help with networking or write letters of recommendation). 

When dealing with esoteric or spiritual matters, it is also helpful to have someone who can offer oversight or guidance because, due to the nature of the subject, some people might fall into psychological or other problems, such as delusions, and so it is helpful to have someone offer a reality check. 

However, sometimes one doesn't find a compatible teacher. When discussing esoteric or spiritual matters, given the nature of the subject and the close relationship that occurs, there is also the challenge that it is difficult to determine the reliability of teachers and sometimes there is some fraud or abuse. Teachers are also not infallible and may go towards an unhealthy direction over time.

So, basically, it is good to try to learn what you are seeking from a teacher. However, if you can't find a suitable one, you can pursue these things on your own.

When people seek greater learning or insight of a spiritual or esoteric nature, there is also a certain spiritual machinery that operates in our world that also might facilitate certain types of learning. For instance, at the least, one might attain some blessings or guidance from the Prophet (S) or awliya (A). However, again, it is good to be careful about falling into delusions. (For instance, someone who is imagining they are having daily conversations with Imam Mahdi, is probably imagining that they are having daily conversations with Imam Mahdi, or conversing with something other than Imam Mahdi.)

Regarding types of esoteric learning historically associated with Islam, and, in particular, the Imams of the Shi'a, one could look at the writings of M. A. Amir-Moezzi. The Encylopaedia Iranica has a few entries on this as well, if you search it. 

I am sure there will be some other insights from contributors here on this, but I thought I'd add a few thoughts.

May Allah bless and assist you in your quest! 

It is not possible for us to read these books currently because they are in the possession of Imam Mahdi (A) only. When Imam Mahdi returns, perhaps he might share them - God knows best.

Sometimes "jafr" is used for other things, or other books are circulated which are said to be the book of Jafr, but these are not the same as the Jafr described in hadith as in the hands of the Imams (A). If they are attributed to the Imams, it is a false attribution. 

Interesting question!

One has to assume that if the possessors of these books chose not to share them, then it is not necessary for us to know the contents. Mushaf Fatimah and al-Jafr, according to hadith, contain more than fiqh and shari'ah; for instance, according to hadith, they contain detailed future prophecies, and perhaps this information would not be beneficial for us. According to hadith, Mushaf Fatimah was narrated to her as a form of consolation due to her grief for her father, so from that angle, there may have been a personal purpose. 

There are a number of sacred items mentioned in hadith as being passed on from the prophets to the Imams as a sign of spiritual authority and these can be looked at in this light.

There is no indication that the Imams required these materials to learn, but that does not mean that there is any problem in their having them or consulting them. Perhaps it was reassuring to some people around them, who did not believe in the imamate, that they were referring to texts received from their forebears. 

We live in an era where the value of things is measured very materially, especially in the era of the Internet, when it is assumed that anything worthwhile should be shared publicly. However, this brings up the question of, do things have value if people do not see them? (For instance, a tree in a forest.) Is it possible for something to have purpose if it is seen by only one or a handful of people? It is reasonable to argue that there is a spiritual value to the existence of these items; however, for them to have an existential value, it is not necessary that they be available to the majority of people.