Odd to use Python as your intro to functional programming, since it lacks many functional programming features besides lambdas which the language creator doesn't even like (http://www.artima.com/weblogs/viewpost.jsp?thread=98196)
Python is more object-oriented than anything else. It's not terribly functional. Most tasks that can be accomplished with functional programming in Python aren't.
Lambdas (in Python) are just syntax; it's usually better to achieve concise Python code using list comprehensions. The critical feature for functional programming is first-class (and higher-order) functions, which are supported and encouraged in Python. I think Python is better for an introductory functional programming course than C#, Java, C++ et al, which also support "functional programming features" but only in the context of a fairly rigid OO system. What do you think is missing from Python?
