Alexandre Vaillancourt makes some very good points, and you should definitely address his answer for advice on where to go to ask such questions. However, it is worth addressing the additional reason such questions would be considered off-topic;
Questions about "how to get started," "what to learn next," or "which technology to use" are discussion-oriented questions which involve answers that are either based on opinion, or which are all equally valid. Those kinds of questions are outside the scope of this site. Visit our help center for more information.
- Flagging > Closing > Off-Topic (emphasis mine)
There is more ground to argue whether a question truly is opinion-based; and such questions can usually be salvaged, in one way or another. However, this is a moot point, as your question would most likely be closed for asking "what to learn next" before it was closed for "primarily opinion-based". As pointed out, your welcome to ask about it in chat.
It is worth addressing that this does not make questions in context of Udemy off-topic. For example, you might be able to ask about clarification referencing work you have completed and your own understanding from Udemy. Such questions are not necessarily off-topic, and indeed may make great questions, if they remain within the scope of Game Dev.