I wouldn't actually recommend using this word, but the first thing that came to my mind was "edutaining." It's related to the term "edutainment" that was formed as a blend of "education" and "entertainment." This term is not common, and it still sounds silly to me and probably lots of other people. Some people might also have a negative reaction to it as "not a real word" or "advertising/marketing"-type jargon.
Here's an example of a comment where somebody used the word edutaining with this meaning:
I Loved BLOOD DIAMOND. Great story, very 'edutaining' (you're
entertained and you learn a little too!) —thetvaddict (http://www.thetvaddict.com/2007/02/07/live-blogging-lost-episode-7-season-3/)
I found this example via Wordnik; you can see some more examples there.