Yes, you can definitely prepare the filling and assemble the
Puff Pastry Lemon Danish the day before, but I would recommend a little tweak to keep the pastry from getting soggy. Puff pastry tends to lose its crispness if it sits with a wet filling for too long, so it's best to assemble it right before baking.
What you could do is prepare the filling and store it separately in the fridge. Then, the next day, just roll out the puff pastry, add the filling, and bake. This way, the pastry will stay flaky and crisp on the bottom!
If you’re set on assembling it the night before, you might want to lightly brush the bottom of the puff pastry with egg wash or a thin layer of melted butter to create a bit of a barrier. It won’t completely prevent sogginess, but it can help.
Hope that helps, and good luck with your Lemon Danish!