Agree with Omar to the point with the denoiser. The denoiser only affects cycles, that’s what your render settings are set to. However the material preview uses Eevee – which leads to the likely problem here:
You are using 4.2.1 while the course was recorded in 2.83.0 (see bottom right corner)
Eevee has gotten a major overhaul for version 4.2 where many settings have changed and the way eevee interacts with lighting and all. That’s likely the reason why yours looks so different. Best recommendation is to download Blender 2.83 and use that to follow along. https://download.blender.org/release/
Then once you’ve grasped the basics you can go back to 4.2 and try to adapt your knowledge to the new version.