Lessons are a flexible tool for creating both instructional and assessment experiences. The key to making best use of them is planning. When creating a lesson, plan the flow within the lesson. Know which jumps you want to make before you start creating the lesson, and plan how you want to combine the lesson with other activities into a larger flow. For example, many users favor a flow that puts a non-interactive, reading or viewing activity first, then an interactive lesson, followed by a quiz, and finally a chat or forum for review.
Since a lesson offers both presentation and question capabilities, it is tempting to try to make it do the work of both a web page and a quiz. However, a lesson functions best when used as a bridge between those two resources. Don't be afraid to experiment with using lessons in new ways. Let's know about your experiences on the official www.moodle.org user forums.