“AT the lesson” is the biggest mistake among most learners because this collocation has appeared in Russian textbooks of English. It is a mistake which has turned into a bad habit, unfortunately.
The Oxford collocation dictionary, as well as other sources, do not acknowledge “at the lesson” but do recognize “in/during a/the lesson.” Be careful when checking “word reference forums” as people there are often not natives and express their opinion by saying “it sounds right/wrong” without having checked properly. Check a recognized source like a collocations dictionary OF NATIVE ENGLISH SOURCE! 🇬🇧
✅ What we say instead of “at the lesson”
– Where are you?
– I’m in class / I’m having a lesson
– What did you learn in class?
– Well, during the entire lesson we learned absolutely nothing.
– I almost fell asleep in class today and that was because the teacher wasn’t present in the lesson.
– I recall many years ago when I was in a lesson on how to play football with hamsters (or: when I had a lesson on how to…)