With the rise of Massive Open Online Course platforms such as Udemy, a course is a common form of info products nowadays. That being said, I never spent a dime on courses my entire life, and I don't intend to do so any time soon.
Learning with courses is like learning quotes from a book: you're not actually going through the pain of reading the whole book, so you have little understanding of the actual quote in its context.
Let's take integrals for example. It's a basic mathematical object everyone heard about in high-school, and yet, we are taught very little about why they are needed and how they came to be.
The problem with this approach is that memorizing a corollary fact is not understanding the underlying problem it originates from: courses are sub-optimal in terms of learning process. By definition, a course has to fit in a limited number of hours and important details are either lost or abstracted away. I don't think it's a bad thing to focus on the valuable facts, but it's missing the whole research process that goes behind the scenes. A course teaches you how to do things, but very little about why.
A course gives the illusion of knowledge, and that's what makes them dangerous. You enroll in a course, go through the assignment when your teacher tells you to do so, and you feel good about yourself because you have obtained a certificate (or worse, a degree). Truth is, you still know very little. You have to acknowledge it, keep looking beyond the structure of the course, and challenge your assumptions. But the reality is most students won't.
In fact, the only way to become an expert at something is to go through your own research process. Do you want to learn how to write? Just try writing and ask yourself questions about how to improve from there. Interested in learning how to code? Make a website.
Doing so will force you to seek new sources to learn from: books, blogs, videos, research papers... all the knowledge you need is already out there for free. Even if you want to buy a course, there is probably a free alternative on platforms such as edx, Stanford online, or Youtube. Courses were made by people who are no smarter than you, so cut the middle(wo)men and sail on the vast ocean of knowledge.
The only exception is when you are required by law to have a certificate to do your job: doctors, nurses, lawyers... to name a few. If that's not the case and you still want to buy a course, go through every free resource beforehand. Then, buy books and devour them. Books don't require commitment, which makes them much more efficient at transferring knowledge. If your thirst is not quenched yet, contact experts and ask your questions, they will probably be happy to share their knowledge.
Courses make you reactive, but learning is about being proactive. Operating this shift is primordial to learn how to learn efficiently.