Lots of good advice here. 

In my opinion, it is often a little more fun to keep moving ahead in a lesson-sequence, as long as you spend adequate time with each segment, and are relatively comfortable with it. Even if each segment is not PERFECTED, you can keep moving ahead, to keep things fun and interesting.

AND - (this is important!) - any skill that seems to not be clicking-in the way you'd like it to, should go on your "works-in-progress" list. 

When you sit down for some guitar-time, make sure and dedicate some of your practice-time to one or more items on your "works-in-progress" list, so the skiills that need more focussed study don't fall off your radar. 

This means you have identified, and articulated, a particular skill that is lagging behind, even as you get better at playing the overall song or the lesson material. 

For instance, "when I play along with this lesson, I'm pretty much able to keep up - but I always seem to fumble around the chord change from D to B7."

So, you make a mini-drill out of that particular chord-change, and work JUST THAT for several very focussed minutes. 
That will help bring all the skills in the lesson sequence up to a par-level with one another. 

Hope this helps a little!

- Lisa