No offense, LOL, but that would be “OBJECT lesson.” Although “abject” sort of fits, in a Freudian sort of way. ;-D
"Object lesson" and "abject lesson" are both real phrases and both have different meanings. An "object lesson" is a concrete example of an abstract idea. An "abject lesson" is an excessively harsh or vile punishment made to teach a lesson. For example "When the army recaptured the rebel village, they killed everyone as an abject lesson to others who might consider rebellion."
Of course, I meant it in the latter sense.
By the way, “abject lesson” is less common in usage in America but more common in Britain and British colonies.