I read that Baba had a specific teaching about going into debt. What was it?

Yes, Chapter 28 of the Shri Sai Satcharitra clearly outlines one of Sai Baba's important practical teachings regarding personal finance. The text explicitly states that Baba did not approve of his devotees incurring debt, especially for religious purposes like undertaking a pilgrimage. The verse says, "Taking loan for a pilgrimage - or going on pilgrimage with debt - Baba does not like indebtedness; this is the main teaching here." This principle, as mentioned in Chapter 28, shows that Baba was concerned with the worldly well-being of his followers and advised them to live within their means, cautioning against the burden of debt even when the intention was pious.