Is there a Korean saying similar to English saying “I learned my lesson” or “lesson learned”

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Answer

I learned my lesson can be translated to '교훈을 얻었다'.
But also you can say, '한 수 배웠다', '정신을 차리게 되다', '따끔한 맛을 보았다'.

learned a lesson from this game.
-저는 이번 경기를 통해 한 수 배웠습니다.
-저는 이번 경기를 통해 정신을 차리게 되었습니다.
-저는 이번 경기에서 따끔한 맛을 보았습니다.

Answer

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Answer

If the lesson is a simple thing made you realise to fix or improve yourself 
You can just say I learned many things  많은 것을 배웠다. Or i felt many things 많은 것을 느꼈다.

If it is a big thing that is like moral  
You can say 교훈을 얻었다.