My sentence is
A less student would take the first approach.
Here I have no intention to compare. What I mean is a not so smart student.
Is my sentence okay?
We don't use less like that.
You either need to add an adjective after "less" - a less studious student, a less talented student, a less adventurous student - or you need to substitute the word lesser.
A lesser student would mean a worse student, but it sounds stilted, old-fashioned, or just unnatural.