Hi there. So i'm doing the baking exercise and I followed to see the result. Now I know we are baking in blender but i wanted to try this in substance painter and well i got these issue and not sure what they are. This is from the second exercise of baking practice.

I will say this. Substance painter got this new feature with a cage that does automatic and it gave me a better result that is good. However I just like to know what those issue are and what caused them so I can learn from this. 
It's hard to tell without seeing the Normal map with the UV map. With that said it's probably baking artifacts. If you look in those area in the image editor you will see the color shift compared to the caged version.
Hey there, I believe the clues are hidden in the part where you then used the automatic cage option that SP has!
In areas such as this, I believe the low-poly model that is being baked onto is having intersection issues, where perhaps the ray distance is not high enough to properly capture the detail, resulting in areas that are black, or appear smoothed out and leave incongruent details.
This is something you can actually test to see! In Blender, if you overlap the high-poly and the low-poly (whichever model you used to bake onto), and take a look at the areas where detail is black or missing, are there intersections between the meshes?
For the areas below, I believe this is a compounded issue of maybe the low-poly not having enough modeled fidelity to capture the entire silhouette of the mesh that is being baked, and then adding the issue from above to cut off bakes before the rays have had enough time to travel to the surface of the mesh.
The reason I believe these may be the culprits is that when you enable the automatic cage, SP is creating a cage mesh that is automatically calculating the best ray distance at each vertex so that you will not have intersections and will also be able to cast the ray long enough to hit the surface of the high-poly model. Cages can be a bit of a pain to set up in Blender, but I would highly encourage using those options in other baking software if they have automatic options such as SP! Cages in general are great for mitigating baking artifacts that are cause by uniform-distance raycasting, which can present some issues if you have even mildly complicated geometry!
Keep in mind these aren't definitive answers, baking is a complicated process that unfortunately operates completely unseen until we have a baked image. But having done this for a while, I "believe" these to be the likely suspects! 😊
Oh very helpful. I will say this i did try doing it how it was in the video using blender and i was able to get the result that was shown in the video. I appreciate the help. I know there are no definitive answer and baking is complicated. just a part of me just like to know and learn. I admit i over think on those, heck i thought at times when you bake it had it where it just project a hole going thru an object but it doesn't work like that. Glad i could show the example in sp with it automatic to help out. I know I could have just sticked with the automatic but I wanted to know what the issue is. For me it like I know i can pop a math problem in a calculator, but i wanted to know how that calculator got that answer instead of just thinking, that what the calculator say so that the answer.