A chapter usually refers to a segment of a book. If it's a textbook, then the chapter may contain lessons. If it's a novel, then it would not. You can also use chapter metaphorically to refer to a period of time. http://www.ldoceonline.com/dictionary/chapter A lesson is a period of during when you learn a specific skill or about a specific topic. Today's math lesson is about fractions. My daughter has a piano lesson today. My brother is taking cooking lessons. http://www.ldoceonline.com/dictionary/lesson

In addition to what Ronal answered, Chapter may contain set of Lessons. For example, textbooks for studying.

yes that is different meaning. " Lesson " usually for study, and " chapter " usually for movie and book. - I take a lesson guitar - I watch pirates movie chapter 5