When you first hit the 'new lesson' button you'll see this modal:
This is where you give your first lesson a name. Below that you can create a group for the lesson to go in. Lessons can be arranged in groups. Grouping lessons will put a header at top of the group and visually separate lessons from each other. If you don't want to categorize your lessons, you can just leave them all in the default group called 'Lessons'.
After you have created your first lesson, you can add more by clicking the '+new lesson' button at the bottom of the page. Or if you prefer you can create an empty group and add some lessons later.
Below is an example lesson list for you to take a look at. You'll see I have my lessons arranged into a couple different groups and my publish dates are all set.
click 'edit title' to change the name of a group
use the up and down arrows to change the group's position in the list
click the lesson to edit it's content
publish settings for each lesson can be changed by clicking the gear next to it
use the 4-arrow move icon to drag and drop lessons into a different location