The first dojo lesson will appear in your trials list. Start it and keep completing these until you are done all 32. They are very handy as they teach you the basics of the game. The first 16 will cover combos, instinct mode, combo breakers, ultras and many other things.
As an alternative, you do not need to complete 16 unique lessons. Feel free to repeat the first lesson that teaches movement and jumps 16 times (or any combination of 16 lessons).