We have a situation where the users (children) keep not forgetting their password but making trivial mistakes while trying to login.
As per question they should be first redirected to page e.g. id=5 with instructions like:
Please go back and:
Activate your cookies
Check if the correct language is on your keyboard
Ask your mother to log you in
etc...
If none of the above works please click here (http://oursite.com/wp-login.php?action=lostpassword) to ask for a new password
So, the lostpassword link on the login page should redirect to the existing page with the custom message/instructions and then, the link on the page to the actual lostpassword link.
PS: I believe that the lately introduced lostpassword_post hook could be useful.