I would usually play horrible for a couple rounds after a lesson.
I think I would relate it to the "paralysis by analysis" concept. You want to make sure you get every little detail correct when on the swing. Having to think alot is never a good thing with the golf swing. You tense up, which is bad for golf.
I don't take alot of lessons anymore, usually like the concept of figuring things out on my own and have a good enough general understanding of where to look and what to read to help me out. In doing so I have found that it helps to go through the routine in the living room or front yard 10 to 15 minutes a day until it is second nature. Like when I am walking the dog. The dog gets a little distracted as I probably would if someone were swing a club while I was sitting on the toilet, but he'll learn to cope.
Less to think about on the first tee.