Finish all reviews before starting lessons?

In my opinion, ABSOLUTELY do your reviews before your lessons. I won’t do any lessons at all if the session felt like a struggle, if I’m simply too tired, or if I finish my review session with too many items at the apprentice level.

At the beginning of a new level, I rarely add more than 5 lessons since they are all likely to be evil pink kanji. At the latter part of a level where most of the lessons are purple vocabulary to help me remember readings, I might do ten or even twenty lessons (I find vocabulary easier).

As others have indicated, if you find keeping ~125 items at the Apprentice level difficult, then lower the number by slowing down on lessons. For what it’s worth, I try to keep mine around 100 apprentice items, but everyone’s comfort zone will differ.

Your accuracy rates are a good indicator of review session difficulty. I get disheartened if my running average for correct answers falls much below 85%.

[The running average is shown in the upper right of each review screen next to the thumbs-up icon. This is just the percentage of correct answers, regardless of whether they are for the same item or not, or whether it took you multiple tries to answer correctly. This is different from the review summary screen which gives you the percentage of items you answered correctly the first time for both meaning and reading.]

The most important thing is to maintain a load that keeps you motivated and doing your reviews daily.

While I typically maintain around 100 items in the apprentice bucket, I also pay particular attention to how many kanji (vs. vocabulary or radicals) I have in the Apprentice 1 or 2 stages. The item inspector userscript is particularly handy for this.

If I see too much evil pink in stage 1 or stage 2, I’ll likely skip doing lessons that day.

tl;dr: Do your reviews. When it gets too easy, do more lessons.