Heat the olive oil in a large pot over medium heat. Add the onion and cook 4–5 minutes until soft and translucent.
Stir in the garlic, ginger, and curry powder. Cook 1 minute, stirring constantly, until fragrant (this quick toast is what makes the spices taste deep instead of raw).
Add the rinsed red lentils and vegetable broth. Bring to a boil, then reduce to a gentle simmer.
Simmer 15–18 minutes, stirring occasionally, until the lentils have completely broken down and the soup looks thick and creamy.
Stir in the coconut milk, salt, and pepper. Simmer 2 more minutes.
Squeeze in the lemon juice and taste — add more salt if it tastes flat (lentils need assertive seasoning).
Ladle into bowls and top with a spoonful of Greek yogurt and cilantro.