Correct answer:
comprendemos
Comprendemos is the conjugation of the verb comprender that matches the first person plural in the simple present. The simple present tense is used to talk about habitual actions or routines. This tense is also used to describe things that happen now or in the near future. On the other hand, a veces is an adverb that means sometimes. So:
A veces nosotros no comprendemos las lecciones (Sometimes we don't understand the lessons)