They do make it unnecessarily difficult to review, but you can do it with a few clicks. The first obstacle is the big box that comes up saying you have completed the course and inviting you to move on. There is a small X in the upper right hand corner of the box that you can click to make it disappear. Now you can click on a lesson and retry it if you know which button to click. That would be the "almost circle with an arrow symbol on the end". Run your cursor over it and "retry lesson" should pop up. Click and enjoy!
Problem with re-doing the lessons
Sort:
Thanks for this, but it seems as though it only lets me redo the very last move of the lesson before it declares the lesson "complete" once more.
Unless I'm missing something (entirely likely), the "almost circle with an arrow symbol on the end" only takes me back one stage, not to the beginning of the lesson. 
It may have something to do with the "one lesson a day" limitation on standard members. I honestly don't know. "Retry" takes me back to the beginning. Sorry I couldn't be more help. Anyone else have a clue?
Maybe it is to do with the limitation, though you'd expect a notification to that effect if it were the case. I'll try again tomorrow and report back. Thanks for your thoughts!
"Retry lesson" still only takes me back to the final move. Doh! I'll contact support directly to see if they can help.
Heard back from support. Just in case anyone else has this problem, here's the solution (at the time of writing).
Visit: https://www.chess.com/settings/lessons and click 'reset lessons training'. It resets all of them, which is a bit of a bummer, but at least the lessons are re-doable.
Jun 4, 2018
0
#8
Perhaps you can't do this without diamond membership, but I can repeat a lesson using the "retry" button at the bottom (the circular arrow icon shown in grey - middle of the 3 buttons at the bottom right of the screenshot). This repeats the lesson without affecting your rating.
But it looks like this is what baddogno suggested, and what you've already tried, so I'd guess it's a diamond membership thing.
Forgive me if I'm being an idiot (likely), but I really feel I'd benefit from repeating certain lessons and can't figure out how to do so.
I go: Learn -> Lessons -> Intermediate -> Intermediate: Strategy, but whenever I click on any of the lessons, it lists them as complete and I can't seem to go back to the beginning of the lesson to start it again. Can anyone help?