Figured it out! There 's a back button in any given lesson number that takes you back to the lesson set you are in, then you can choose any.
Lesson Navigation
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I'm currently, in the Learn menu, going through Videos and Challenges regarding the Evan's Gambit followed by the KID hosted on video by Simon Williams. I find that it's very forward moving lesson 10, 11, 12, 13 ,14... of 20 (learn knight badge) etc...
Sometimes I want to go back and review and find the navigation to do so non-existent or not obvious. What is best way to go back to a previous lesson in a lesson set such as opening hosted by Simon?