4 Things you need to check for this.
1. Check your permalinks, it should be postname
2. Check the Course Start page is connected in Options Panel -> Course Manager
3. Check if the page connected has the template “Start Course”
4. It is taking you to activity because it can not find the page and your 404 page is set as Activity
If Start course page is not found, please create a blank page in WP Admin->ALl pages->Add new
with page template as “Start course”.