I have a lot of experience dealing with flaky people. (I don't know why, but I seem to attract them) Once I determine that a person may or may not remember their commitments to me, I make an effort to remind them more than I normally would. It's a fine line between reminding and bugging, but if they're forgetful then they need the extra prodding.
Go ahead and call and confirm when your next lesson is. Then, when you get there, be sure to say hello to your instructor and let her know you're there for your lesson. If she looks busy, ask her when she'll be done. If she's more than 5 or 10 minutes late, go looking for her. Be persistent.
It's very possible that she remembered the little girl's lesson at 2:00 because her parents made sure the instructor was there.