This lesson emphasizes the importance of incorporating movement into volleys, teaching players to volley while circling a target. By using creative methods, like naming cones and involving visual focus exercises (e.g., closing eyes to reset the shot), players improve their technique and consistency. The instructor demonstrates how to teach volleys effectively, ensuring players stay active and never stop their movement, which is key for real-game scenarios. Additionally, mental and visual skills are highlighted as essential tools for refining both technical and tactical tennis skills.