Am I taking a course "on" or "at" an educational website?

With Coursera might get round the problem.

I am not sure whether there is any one 'correct' answer. In this example, 'At' suggests to me physical presence for a certain purpose e.g. 'I was waiting at the bus stop', 'I'll meet you at the restaurant'. One would probably not say 'There was a dog at the restaurant' because dogs do not go to restaurants to eat; '...in the restaurant' would be better.

You probably want to say 'on (the website)' because of the lack of physical presence at the online college.

I fear that 'at' is dying out. Brit speakers are saying 'On the weekend' these days, following the Am Eng practice. When I was a boy, everyone said 'At the weekend'.