Great tutorials so far....
I did not see at which point you applied the subsurface modifiers. I must have missed that part and I cant find it. Was it just before you began sculpting?
Short answer: in my opinion, yes you want to apply subsurf before most sculpting.
I think in order for using things like Dynamic Topology (Dynotopo) the mesh modifier stack needs to be collapsed (applied). So the subsurf should be applied before doing any dynamic topology sculping. I haven't watched that video, just posting my opinion.
ggezinspace I'm glad to hear you're enjoying the course! Would you mind pointing me to a specific part in the video that you're asking about?