How to prevent lessons from going to "My Lessons" page?

If I open up a lesson, it will go into “My Lessons,” but a lot of times I’ll look at it and then won’t want to use it, then I have to clear them out of “My Lessons.” Can you prevent them from being automatically added?

No, you can’t prevent that, any lesson you open will automatically be added to My Lessons tab. But if you don’t want it there, you can remove it under the menu button (three dots) next to each lesson.