I compete in agility with my 3 border collies and Lilo my chihuahua. I occasionally show in AKC but mostly show in USDAA. My dogs love love love it! The border collies are a little more serious about it but Lilo sees it as a great game! She has a blast and is a tunnel sucker, if there's a tunnel within eyesight she wants to do it.
My advice would be: Go slow. Start the teeter very low and build up to full height. Train weaves with the 2x2 method. Don't feed him breakfast or dinner before class or training so he'll want those treats. Lower the A-frame for learning so he gets confident really running to the top so when it gets higher he doesn't try to walk up it, run out of oomph, not be able to make it and lose confidence.
I normally tell my students that if they go to class, train outside of class, and don't have a dog with any issues such as severely fearful, they can probably compete after about a year.
How old is Lion?