You could say you need to ‘retake the lesson’ ☺️

It's sort of true that you can translate this as 'catch up on a lesson', but what this means depends upon the culture of the organisation in which you are studying. In many cases 'catching up' doesn't mean that you will be able to actually have the lesson again. If you study in a school or college the lesson will only be taught once, and if you were to miss it then you would be responsible for 'catching up' on your own. Perhaps using the notes another student took during the lesson or copies of documents that the teacher shared during the lesson, and/or using some form of virtual classroom. If you are studying one to one (via Italki for example) you will need to ask the teacher to 'reschedule/rearrange/rebook/reorganise' the lesson... and you will need to clarify if you intend to pay again or would like it to be free. You might hear a lot of native speakers saying 'redo' the lesson, but technically that's not correct in this case (because you didn't do the original lesson)

Catch up on a lesson...

To make up