You are right, it is better to model to scale always. The values in Blender even behave better, so no, it doesn't cause more issues along the way. But we open Blender and go straight at it, like a kid opening a box of doughnuts, or an adult, who am I kidding. So sometimes it takes a while before you get used to modeling at real world scales always, it's a good habit to get into.
i can only speak for myself, but i prefer to keep the objects large to begin with, depending on how detailed you want them to be and how small the object is in real life.
With a cm/mm object it is always difficult with the numerical input ala 0.00002 and I don't like to build zoomed in 3D space.
It is also easier to make a large object small rather than a small object large, but that is just personal preference, there may be good reasons to do it this way.
That's a great point!
If you have grander visions for the model you are making (like using it as an asset in a game, not just simply making it and shooting some renders like in the course), you are certainly going to want to model it at proper scale. Modifiers may go haywire if you are modeling something at incredibly large or small scales, but you likely won't run into this issue if you are modeling at a more accurate scale for the asset you are making.
An extra challenge if you aren't too far into the course, you can try finding more accurate dimensions for a wand and take a stab at authoring your model closer to that! Be warned, the values that I use for the modifiers or transformations of the models will be far bigger than what you will likely need if you scale things down and work at that size.
Regarding what wod said about numerical scale - You can change the measurements units from meters to cm or mm (or the corresponding Imperial units) in Properties> Scene> Units. Makes it a LOT easier to ensure you are getting correct measurements at smaller scales.