Arrive early. Observe part of the person's lesson before yours to see how the pro presents information and what is expected of the student. 

Have a plan.  Tell the pro what you want to improve most and your expectations of the lesson.

Be open to suggestions. Ask the pro what they believe would benefit your game or advance your level of play.

Write it down.  Once the lesson is over it's easy to forget what you just learned. Before you leave the court, ask the pro to help you recall the key points.

Video tape your lesson. Seeing yourself in action is a huge learning experience. 

Pause to look. Take about 15 minutes to watch the next lesson given by the pro. Often “3rd party learning” is very strong where you hear a command, see it performed and both see and hear the response from the pro.

Tell a friend. Recalling what you learned from the lesson helps you to remember by solidifying information or concepts.

Share a lesson. Each of you will recall different pieces of the lesson. When you practice together, help the other recall what tips were key and what drills to practice.