Not sure about courses but when I've done this in a previous data migration contract I tackled it from each process transaction for the areas I was responsible. When you're in a transaction you can view the help information for any field and that will tell you the table and technical name of the field.
Going back a step though, I think it would be worth you speaking to your IT department or whoever has overall responsibility for your SAP install. When your install was commissioned into service, did the data take on process create various data mapping documentation detailing what tables and fields were populated with your legacy data? If so, that would be a good starting point to perhaps cobbling together some of your own docs. Each install of SAP is usually customised to a clients requirements hence why any documentation detailing the data take on would save you having to trace each transaction through.
If the initial documentation doesn't go into detail about key fields you can use SE12 to enter a table code and view all the field names including which are key fields.
I'm assuming from your question that your SAP install doesn't have any data warehouse where the content is pushed to. Not sure if your analysis is a one off or you want some ongoing data warehouse so that queries are not being done against the live system depending on how intensive your needs are.
There is a query builder in SAP so depending on what you want achieved you might want to use that, especially if you want an easy way to allow others to have access to it from their SAP access.
Alternatively, you could look into a data warehousing solution or purchasing an ODBC driver and scheduled queries to pull data from SAP out of hours.
Once you know what tables your interested in Talend might also be of interest as that can connect to SAP too.
Here's a couple of resources I found which you may find useful.
http://it.toolbox.com/wiki/index.php/Find_data_in_your_SAP_system_and_know_which_tables_do_what
http://www.recercat.cat/bitstream/handle/2072/5419/PFCLopezRuizAnnex3.pdf?sequence=4