Add "complete" CSS class to wrappers for completed lessons and/or add "complete" class lesson titles
For instance on the course page the wrapper for a lesson looks something like this:
<article class="post-9304 lesson type-lesson status-publish hentry course post post"
If the additional class "completed" was added to the list we could differentiate finished vs. unfinished lessons. That in turn would help students clearly identify where they are, what they've done, and what to do next.
Same for titles in widgets, e.g. Lesson Components.
Even if the differentiating code doesn't exist in core Sensei it does exist in the Sensei Course Progress module. If it would be a pain adding progress tags to core Sensei perhaps you could make it a bonus feature of the Course Progress plugin?
Oh, while we're at it it would be nice if in addition to "completed" there was also a CSS class for other lesson status types (e.g. "in progress.") And as long as I'm making a laundry list, similar classes for "free," "featured," etc.
Bottom line being it would be great to be able to use CSS to help differentiate different kinds of lessons/courses/etc. to users. Adding semantic classes to course/lesson/etc. elements would facilitate this with (I suspect) relatively little additional coding on your end.
Completed lessons now have a class of “lesson-completed” e.g. – http://cld.wthms.co/1ciUK/2wo4ASkC