What talent of Jesse's did his father not approve of

That would be Jesse's talent for drawing.

Jess's talent that his father dislikes is his art. In the story, it says, “What are they teaching in that damn school?" he had asked. "Bunch of old ladies turning my only son into some kind of a...", his dad had said when Jess said he wanted to be an artist. This proves that he dislikes his passion for art and probably wants him to "grow up".