“The Lesson” refers to the economic lesson. What other lessons are there and how do they function in the story?

The first lesson that Sylvia probably learns is one about hypocrisy. Their parents are courteous in front of Miss Moore, but as soon as she's gone, they gossip about her. As Sylvia states:

...our parents would yank our heads into some kinda shape and crisp up our clothes so we’d be presentable for travel with Miss Moore, who always looked like she was going to church, though she never did. Which is just one of the things the grown-ups talked about when they talked behind her back like a dog. But when she came calling with some sachet she’d sewed up or some gingerbread she’d made or some book, why then they’d all be too embarrassed to turn her down and we’d get handed over all spruced up.

The parents' embarrassment clearly stems from their guilt about their scandalmongering about Miss Moore behind her back. 
Sylvia also learns about what Miss Moore calls "real money." Although Sylvia is quite offended by the implication that the money they spend at the grocer has no value, she later comes to realize what Miss Moore is actually talking about. She comes to understand that Miss Moore is referring to the large sums that those from a better social and economic class spend on mere trinkets such as toys because they have more where that comes from. Sylvia is quite surprised to learn that other, more privileged individuals would easily spend on a single item more than enough money to feed a large family from their neighborhood.
Sylvia is actually angry that Miss Moore has brought them to the store where "rich people" clearly spend money on expensive toys because it makes her realize how seriously disadvantaged they actually are. Miss Moore's repeated contention that "where we are is who we are" truly hits home at this point. Sylvia probably realizes that what Miss Moore has repeatedly been talking about is choice. We decide who we are and, therefore, determine where we want to be.
On a more profound level, Sylvia and the other students are made keenly aware of the socio-economic disparities in society. They can now see and experience how the other side lives. They are humbled by their engagement with what they see is the privilege of wealth and are somewhat embarrassed about being in the shop. They feel out of place.
Furthermore, the children learn about how unfair these discrepancies in society are. When Miss Moore asks,

“Imagine for a minute what kind of society it is in which some people can spend on a toy what it would cost to feed a family of six or seven. What do you think?” 

Sugar replies:

“I think ... that this is not much of a democracy if you ask me. Equal chance to pursue happiness means an equal crack at the dough, don’t it?”

This statement probably best encapsulates the lesson Miss Moore wanted her students to learn. The students realize, at this point, that their community and their people have been hard done by. They have not been afforded an equal opportunity to achieve as much as they would want to or are capable of. 
In addition, Sylvia has learned about trust. When Miss Moore gave her the five dollars to pay the taxi driver and to work out a five percent tip, she realized that Miss Moore was testing her. She resents being tested in this way and will not allow Miss Moore to manipulate her; she therefore decides to keep the four dollars change. By the end of the story, she still has the change with her. When Sugar tells her that they can spend the money, her response is a noncommittal "uh hunh."
In the end, we cannot be quite sure what Sylvia decides to do with the money. We do know, nevertheless, that she has decided to do some serious thinking about the day's events and will probably make a final decision about what to do with it. She says:

We start down the block and she gets ahead which is O.K. by me cause I’m going to the West End and then over to the Drive to think this day through. She can run if she want to and even run faster. But ain’t nobody gonna beat me at nuthin.

It is evident that Sylvia has some serious matters to consider, not in the least the fact that she has to think about what she actually means by not being beaten at anything.