Being regularly both on the receiving as well as the giving end of lessons, I can certainly appreciate the difficulties in both. Today, I must have left some of my lesson-taking-skills at home... In order to make the most of a lesson, the rider must do two things (in addition to being able to apply her body parts properly): 1) use everything they've already learned autonomously and 2) be completely open to doing things a bit differently. Riders generally have an easier time with one or the other, but you really need both to move forward.
I've generally been able to get a lot out of lessons, probably out of necessity since I never had a budget large enough to accommodate full training. If anything comes easier naturally it's probably an openness to try new approaches. For my lessons, I want to be prepared. I'm on at least 15 minutes early, doing my walk warm up and then a little bit of trotting to make sure I have the horse going forward and over the back before I'm asked to do anything specific.
This morning I had a more or less ad hoc lesson on a horse that's coming back from rehab, so in addition to not having enough warm up time, I definitely didn't want to start trotting early. Also, this was my first lesson on this horse, after having ridden her 3 times on my own (and loving her). Before I knew it I found myself attempting very shitty legyields at the canter, all the while thinking "but I don't have a good connection" (back to front). Of course my trainer saw that I didn't have a good connection so she had me do the canter legyields to get the horse onto both reins and stepping under herself. I, however, rode like a dear with headlights pointed straight at her mechanically without using my innate 'get the back up and horse stretching forward into the contact'-skills. I finally stopped to say. "but..." And that's when I had to laugh at myself. I get a little frazzled when I don't have my routine, so this was a classic brain-freeze beginning to my ride. I then proceeded to actually ride AND incorporate my trainer's instruction. I never felt completely in sync this ride, but that's water under the bridge.
This was a good reminder of how I probably used to take lessons a lot when I was still very unsure of what feeling I was looking for and how to get there efficiently. And I recognize that look in my students, that unspoken expectation (or hope) to be told *everything* they need to do, and that's of course impossible. As complex as riding is, I'm amazed anyone ever figured it out. But definitely ride. If you're doing something wrong, I'm sure your instructor will notify you. :)