You receive this error because the application is not able to load the language that you selected when you created the account. From what it seems, the language is not available on the lesson servers. In order to check the list with the available lessons, select the Lesson Server whose content you want to view from the drop-down menu and then press Lesson Language. A list with the installed packs will be displayed in the lower part of the window. Also, you can view the Lesson Families.
If you want to add/install a new language lesson, you will need to use the Lesson Copier utility that is installed along with TeLL me More. You can find all the instructions in the official user guide.