Welcome, and congrats on the new machine!
Cool that you found a class, although you're right, it sounds a little crowded and a little short. There are some excellent how-to videos at a site called WeldingTipsAndTricks.com (and its sister site, Welding-TV.com) where you can get a pant-load of exposure to all those processes. For instance there are some recent "TIG Basics" videos here:
http://welding-tv.com/category/tig-welding/
If you don't have a water cooler you've got some options: "buy" is obvious, "build" is more fun but time consuming, and "improvise", where you connect the torch to the faucet of a nearby sink, and drain it from the torch back into the sink or into the yard.
Good luck with it, and let us know how it goes! Do you have argon and tungsten electrodes? I've had good experiences with this seller (no affiliation):
http://www.weldingcity.com/
DaveO
Oxweld oxy acet gear
IMIG 200
PowerTIG 210 EXT... Amazing!