If you think that you have learned the grammar point and vocab, move on. You don't have to be 100% sure though. Often the lessons build on the last ones, so hearing things you've just learned in a slightly differenly way builds on your own understanding. So even if you are not 100% sure about a lesson, move on. If you are still understanding, move on again. If you suddenly get to a lesson and it seems way too hard, go back and review.
That way it doesn't feel like you are getting no where. Not only that, but as I said you might learn it even better hearing things in a different context etc.