My teacher has sent us lectures via email and told us to write an acknowledgement email that we have received it. What to write?

"The egg is in the hen house."
"The plant is in the green house."
"The target has been acquired."
"The fox is in the hole."

you dont necessarily have to be so formal, your teacher may not even open the email. if they do, then they may like you a bit more for some spy humor. however, if you do want to be formal;
"[Mr./Mrs. Insert Teacher's Name Here],
I am writing today to let you know that I have, indeed, received your lecture and am very eager to begin tuning in.
Best wishes,
[Insert your name here]

Good luck!

"Lecture received".

Your email dated________ has been received.

You write "I don't know what to do."