Hi Mark,
Lesson offers at least two ways to communicate to the student about their answer to a specific question. A lesson activity can be different than a quiz activity.
Both quiz and lesson allow the teacher to put a response for each answer. In the lesson question, put the answer and perhaps an explanation in the response located after each answer. When the student submits their answer, they will immediately see the response the teacher put for that answer.
A second way, demonstrates the original adaptive concept of a lesson activity which is different than a quiz. The teacher creates a content page that explains the correct answer. All wrong answers for a specific question jump to this explanation page. This content page also has one or more jumps which can direct the student many places. It might jump to another question which will see if the student gets the concept. It might have a jump back to the original question or perhaps the next page in the logical order after the original question. Unlike a quiz, some students might get through the lesson looking at 50 pages, others might view 100 pages.
Some lessons have a series of content pages that are followed by a few questions, and this cycle is repeated . An option might be to send the student back to the content page that contains the answer, perhaps adding a response before they get there. I use this as "speed clicker trap" to alert the student that they better read the content or it will take them forever to complete the lesson
As mentioned by others, there are settings that might help you.
Chris