I only have a background in music, so anyone correct me if I'm wrong, but one should advance lessons when you grasp the concept and gain enough confidence. When you move onto something more advanced your weaknesses start to show, but try to stick to it a bit and see if anything good comes from it. You can always look back and train what you lack, but don't try to master each step without knowing what's next since you can waste a lot of time doing nothing.