Inaccurate estimates of software development effort is a frequently reported cause of IT-project failures. We report results from a study that investigated the effect of introducing lessons learned sessions on estimation accuracy and the assessment of uncertainty. Twenty software professionals were randomly allocated to a Learning group or a Control group and instructed to estimate and complete the same five development tasks. Those in the Learning group, but not those in the Control group, were instructed to spend at least 30 minutes on identifying, analyzing, and summarizing their effort estimation and uncertainty assessment experience after completing each task. We found that the estimation accuracy and the realism of the uncertainty assessment were not better in the Learning group than in the Control group. A follow-up study with 83 software professionals was completed to better understand this lack of improvement from lessons-learned sessions. The follow-up study found that receiving feedback about other software professionals' estimation performance led to more realistic uncertainty assessments than receiving the same feedback of one's own estimates. Lessons-learned sessions, we argue, have to be carefully designed to avoid wasting resources on learning processes that stimulate rather than reduce learning biases related to assessment of own estimation performance.