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“Do I just give it a go, hit complete and move on to the next day?”
Yes – precisely. The daily exercises are targeted at building skills over a long haul. There is roughly a year’s worth of lessons in the can. They repeat. You will be much better at any given exercise when you see it approximately a year later, even though you might not have practiced that specific exercise in many months.
Don’t expect the relationships between lessons to be obvious. But actually things you practice on other lessons will help your ability to play this lesson, more-or-less subliminally. It’s not about learning specific licks, scales or chord progressions – it’s about learning the skills and developing the muscle memory and dexterity that make it possible. You learn much faster by practicing different things day by day versus trying to get good at one thing before trying something else.
Doing different challenges day after day makes you better at doing many things. Doing the same exercise day after day might make you good at one thig – or not. You may just be bored to tears!