Here are some examples:
* Misunderstand: To understand something incorrectly.
* Misspell: To spell a word incorrectly.
* Misbehave: To behave badly.
* Misplace: To put something in the wrong place.
* Misfortune: Bad luck.
So, in the context of "lesson," the word "mislesson" would imply teaching something incorrectly or teaching something that is harmful or inappropriate.