-When you hit a ball fat at the range, it will generally move down the range- maybe not as far, but a lot farther than if you were on the course. Learn to LISTEN to the contact. Do you know what it FEELS and SOUNDS like to properly compress a ball? Not to be patronising, but I only felt this in year 2. Use the range mats for feedback using your ears more than your eyes.
-Pressure/No pressure. At the range, you do not have 'the fear' that you'd have on the course. The worst you can do at the range is hit the roof or shank. On the course, you can duff, shank, hit bunkers, thin through the green, miss a 2 foot putt, drive out of bounds, leave the ball in the bunker 4 times in a row, lose balls and top your drive short of the ladies tees, amongst other things. You need to get this same feeling at the range. There's many ways to do this and you can decide. A common one is to 'play your course' in an honest fashion. Note where the ball has gone, take the required club for your second, third etc shot and give yourself a score. Target golf at the range is as close as you'll get to the course.
-Pre-shot routine. Practice one. It doesn't have to be OTT. Mine is standing behind the ball, pointing at my target with my club head, looking at the first 6 feet of that 'line', set up to that target and play my shot. This is important as you'll be overly concerned about target on the golf course that you'll do damaging things like trying to hit the ball too hard, looking at target before you've hit the ball etc. The golf swing is all about trust. If you don't trust what you're doing at the range, you'll struggle on the course.
-Alignment. Range bays are a cheat. They aren't circular. They aren't skewed. They help you line up square. Try to hit targets at 10 and 2 o'clock from where your bay is naturally lined up to. You won't be sued for putting alignment sticks down on the course (as long as you don't dilly-dally) and it's something you really need to consider
-Tension. IMO the number one killer of high handicappers (Check my sig, I used to be a struggling 24 handicapper). Make sure you are gripping around 4/10 in terms of tension. You might duff shots still, but at least your hands, shoulders, neck and back won't ache after a round.
-Don't give a hoot. Expectations, particularly after good range sessions or lessons make you think that you're going to shoot scratch the next time you head out. You aren't going to do that, certainly if you're tense, aren't keeping your expectations in check and are overly concerned about where your ball is going to go. Swing easy, into a balanced finish.
-Club up. Twice. So, you're 100 yards from the green, pick a PW or even 9 iron. Bet yourself that you can't hit ball, then turf with such an easy swing that it only goes 100 yards. You'll be surprised the amount of times you'll get to the back of greens, rather than duff it into the green side bunker.
Good luck, from someone who must have hit approximately 5,000 range balls in his first 2 years of golf.