Some lessons I do a drive-by on, as in take the information I want/need that supports my goals. Other lessons I will return to a few times a week because I like the jam and I really want to get the technique better and more polished before moving on. If the lesson is hard, I'll return to it often while practicing easier things. 

I'm with Ozzie on this; just keep having fun. You'll pick up on things faster if you're entertained.