"I am taking violin lessons" - this suggests a single student with a teacher.
"In today's lesson, we will be studying the history of the Upper Volta." - the "lesson" is a specific topic within a course of study, such as a class taken on African history.
"I am taking a class in African history" - this is a regularly-held meeting of a teacher and a number of students over an extended time.
"My African history class meets at fourth period." - the period is the fourth hour of the day of instruction.