There is no relationship between whenever and so in your quoted text; they do not constitute a correlative conjunction like not only / but also or neither / nor. Whether or not the usage of one is correct is independent of whether the usage of the other is correct here.
Whenever is suitable, although every person means all persons at once, so I think you mean whenever any person rather than whenever every person.
So is also fine. While some frown upon using a coordinating conjunction to start a sentence, such usage is not grammatically incorrect. The concern is not to overuse them in that position, as they can become repetitive (as a child might write, We went to the zoo. And we saw monkeys. And a tiger yawned. And we ate ice cream.), but this is a question of style, not grammar.
Other parts of the passage do have issues. Independent clauses should be separated by commas or semicolons as appropriate, or they may read as a run-on sentence. Some sentences need changes for number agreement. It is also unclear what you mean by effective.
I think you are confusing learn and teach in the second sentence, but I believe a native speaker would be more likely to say a peer shares knowledge (wisdom, information, etc.) or gives advice (or advises) rather than teaches it, particularly when the knowledge is "life advice" as opposed to a technical skill. A friend might teach me how to ride a motorcycle or connect to a wireless network; the same friend might advise me about what to buy for a wedding gift or share which restaurants are the best value in a neighborhood.
To make the minimum changes for grammaticality and style for what I think you intend, I would propose
I think she is a good friend, and she has lots of information about everything. Whenever anyone needs help with something, she can help them, because she want to teach everything she knows about it to others. So I am happy, because I have a good friend in my life. When I have any problem, I can ask her, and she guides me. I think a good friend is very helpful to everybody's personal lives.
But to rewrite completely, to emphasize the goodness of your friend and your joy in friendship, I would propose something like the following:
I think she is a good friend. Whenever anyone needs help, she can help them— not only because she knows a lot about everything, but because she wants to share what she knows with others. When I have any kind of problem, I can ask her, and she will guide me. A good friend is helpful in everyday life, and I am happy to call her a good friend.