is there a lesson to learn the name of the letters
Most of the letters are very similar to English.
Scroll down a bit and you can see the letter and the name. Also youtube search: "German alphabet" and you should find quite a few videos. I would listen to a natural speaker and then make flashcards.
Agree with Bdemmel. Though yeah, there should be a lesson just for alphabets too, as those new to a certain language are not quite familiar with the alphabets and their pronunciations..