dance lesson vs lesson

dance lesson and lesson both are nouns.

Word	Noun	Adjective	Verb	Adverb
dance lesson	Yes	No	No	No
lesson	Yes	No	No	No

As nouns, lesson is a hypernym of dance lesson; that is, lesson is a word with a broader meaning than dance lesson:

dance lesson (noun)	lesson (noun)
a lesson in dancing	a task assigned for individual study
	a unit of instruction
	punishment intended as a warning to others
	the significance of a story or event