From now on one of the things I'm curious about the most is what Lens will do next season. I mean especially in the Champions League.

Because Lens appeared in the Champions League only twice in their history - one was in 1990s and the other one was in 2000s. It has been a long time so we can call them inexperienced there.
Lens will try to enjoy what they have achieved this season, playing in the Champions League is the dream of many clubs and it is also a great achievement for Lens, so what they can do is continue to play like this season. It's not surprising for me for a club that doesn't subscribe to playing in the Champions League, so the target they want to achieve is definitely not too big and maybe just getting to the group stage or the last 16 is extraordinary.
They need to keep their most valuable players in the team above all else. Fofana and Openda are the names who are really important to the team now. Openda's 21-goal contribution was a big factor helping them reach the Champions League group stage. Moreover they had better reinforce the weakest areas with the right transfers to be ready.
Then maybe they can do something worth watching there and they can even keep being consistent in the Ligue 1 also.
Apart from retaining Fofana and Openda, Lens must also look for several new players in the transfer market due to the tight schedule of matches they will face next season, so the strength of the core and reserve players must also be as good. If Lens wants to compete with PSG in the title race in Ligue 1 and in the Champions League. Players like Full Back and Center Back are probably the most needed or can be adjusted according to the players currently owned, so that their defense is more solid next season.
So I don't think Lens will set too big a target next season in the Champions League because they are aware that the strength they have is not too strong to compete with other clubs who have great players and mentality in the Champions League.