In the lesson module, feedback is given automatically after a question is answered. There is always a feedback page before it goes to the next content/question page. As far as I know, there is no way to turn this off (there's been discussion and it always boils down to this: "If you don't want them to get immediate feedback, why use the lesson? Use the quiz."
Depending on the settings, you may prevent your students from trying again. The Provide option to try again should be set to no if you don't want it and maximum attempts should be set to 1. This doesn't prevent retakes if you've set it to allow a retake, it just limits the number of times they can try the question in the attempt.
In your module settings, do you have display default feedback set to no in the Flow control section? This prevents default (system) responses from being displayed but really requires you to include feedback in your question, which, in Lesson, you should do anyway.