I studied what you taught me yesterday last night.
I went over the material you taught me yesterday before I went to bed last night.
Chiekoさんの英文ですが、last night は文の一番最後につけると自然な言い方になります。
ーI studied what you taught me yesterday last night.
または次のような言い方もできます。
ーI went over the material you taught me yesterday before I went to bed last night.
「昨日あなたに教えてもらった内容を夜寝る前に復習しました」
to go over で「復習する・読み返す」
ご参考まで!