In order for you to get the most out of your riding lesson may I suggest that you set up your camcorder on a tripod in the arena.
That way, you can review your ride and analyze yourself after the lesson. So many times things are moving so quickly you are unable to hear half of the instructions given to you by your instructor.
Another way to maximize your lesson, is to keep a riding journal. When you finish your lesson, you can jot down some key points and map out your training for the next week. Just a few things I put in my horse training journals are, time of day, horse, temperature, what we worked on, how it went, and what I could have done better.
By trying these two techniques, you can maximize your lesson and improve your skills between lessons.