I'm glad they got caught. That will 'teach them a lesson'! [=they will learn that they should not do that again]
We 'learned our lesson' the hard way. [=we learned from an unpleasant experience]
They studied the 'lessons' [='teachings'] of the great philosophers.
(..) Fear it, Ophelia, fear it my dear sister And keep within the rear of your affection, out of the shot and danger of desire I shall the effect of this good lesson keep as watchman to my heart. But good my brother... ...do not as some ungodly pastors do, show me the steep and thorny way to heaven (..)2015 Hamlet