When you have a question about a particular module, leave a comment on the page for that module. I answer those questions within a business day or two.
If you have a private question about your specific server, and you need to send supporting files like execution plans, you can email me at Help@BrentOzar.com. Keep it simple and straightforward, though: if it involves reading pages of text, it's probably a better fit for one of my consulting engagements.
Each class has its own prerequisites listed, but overall, here's what I'd recommend:
I can't tell you how many times folks have told me, "Whoa, I thought I knew what I was doing - I've been working with databases for 10 years - but it turns out I didn't even know the fundamentals!" Don't skip classes: you're only going to feel terrible if you can't keep up at the Mastering level.
In each of the classes, there are modules about prerequisites and how to set up your own lab server.