WordPress create nested category post structure?

So i have a site and i have a category called chapters. This chapters category has many posts in it
Note: I am not asking for nested menus..the list of post should appear like a post feed then clicking on any item will take you to another nested post feed then clicking on that will open the post and that is the end

chapters

1. chapter 1
2. chapter 2
3. chapter 3

Now when the user click on any of these chapters i want then to move to another list/category called lessons which is inside of the each chapter like so

chapter1

1. lesson 1
2. lesson 2
3. lesson 3

so in totality i want to create a navigation experience like the following

1. chapter 1

• lesson 1
• lesson 2
• lesson 3

• chapter 2
• chapter 3

How can this be achieved?
I have coding knowledge so u can guide me accordingly.
Thanks