The less work your fingers do to press the keys the faster you will be able to move them. Most keyboards require only a light touch to register a key stroke, so there is no need to mash the keys down. You should type with the minimum force necessary. You will type faster and put less strain on your body. Typing involves muscles not only in your fingers, but in your hands, arms, back, shoulders, neck and head.
Third, lets you introduce as few keys as possible to the lesson, adding more keys automatically when it decides that you are proficient at the current level. When you only start learning it generates lessons with words from a very small alphabet of the most frequent letters. When your typing speed for every key in that alphabet reaches certain threshold, the algorithm adds the next most frequent letter to the alphabet. And so on, until the next letter. This way you will learn the most frequent letters first, and the least frequent ones later.
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Also, something that I've found is that if you go wrong somewhere instead of mindlessly searching for the error (assuming there are multiple or you don't know the error's location) just start from the beginning and go down seeing that if this works. If you see a break and something disconnects, in all probability that's where the error is. It's all logic.

You should do your touch typing lessons as often as you are capable of without hurting your fingers! As with everything else, regular training gives the best result. Most people will probably get the best result by distributing the lessons to several days in the week rather the doing a lot of exercises in one day. It is a good idea to put your touch type training into a calendar to be sure to remember to do them. If you don't have a calendar you can use the Google calendar which is free and easy to use. In this way it is easier to remember to do your exercises.
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