Watch the Working with the Course online guitar lesson by Robbie Calvo from Double Stop Chops
I'm often asked by my students the best way to work through one of my current courses. My advice has always been to leave your guitar on its stand and literally watch the whole course like a movie. Take notes of the video sections you think are relevant to you and your goals and only work on those sections. If you've watched a course fully, you'll have a complete understanding of what the content offers, an understanding of the concepts presented, and you can then cherry pick the items that are of most interest and relevance to focus your full attention on.
Taking this approach will help you to not feel intimidated by the magnitude of the information, get you started at the correct point of information you were looking for, and lift any pressure to complete a whole course!