With "lesson" as the first part:
* Lesson-plan: A detailed outline of a teaching session.
* Lesson-giver: Someone who provides instruction or guidance.
* Lesson-learned: A piece of knowledge gained from an experience.
With "lesson" as the second part:
* Life-lesson: A fundamental truth or principle learned through experience.
* Bible-lesson: A study of a passage from the Bible.
* History-lesson: An account of past events used to teach or inform.
Other options:
* Pre-lesson: A preparation or introduction to a lesson.
* Post-lesson: An activity or evaluation that follows a lesson.
The best compound word for you will depend on the specific meaning you want to convey.