A lesson provides focus. A certified instructor will help you practice your skills in a fun way. Doing the same thing over and over by yourself may help a bit, but chances are you'll get bored, and who knows if what you are practicing is right. Lessons produce safe skaters. Once you have new skills and confidence under your belt, you'll be a safer skater, able to maneuver through the streets and trails with control.
Lessons produce educated skaters.
A certified instructor will not only teach you to skate better, but also will be able to suggest places to skate, teach you the IISA Rules of the Road, suggest wheels and bearings for the type of skating you do, tell you about inline magazines, and possibly hook you up with other skaters for group skates, competitions or just chillin'.