From my perspective, each of your four courses is important, especially for a person who would like to learn RPG development and have never done it before. Personally, I have already finished the Core Combat RPG course (which I chose first) and now it’s time for the equipment.
I’m going to create my project only after I complete all of the four courses. For now, I try to understand as much as possible 
It’s a good plan. While the courses can be taken in any order, or even stand alone, you will always get the most out of the courses taking all four and in order.
The order is Core Combat => Inventory => Dialogue & Quests => Shops & Abilities?
That is correct.
One more question @Brian_Trotter .
Why in the project repo (GameDev.tv - Unity RPG Series Redux · GitHub)
there is a separate project for Inventory?
Isn’t the Inventory system also included in the RPG project?
The Inventory course is taught in two phases. The first phase is in a special sandbox, in fact, if you put the asset packs from the inventory course into your existing project, you will break it. Only the Inventory.zip asset pack in the very last section - Integration - can be brought into your existing project without destroying the project. The other repo is the first part of the course up to Integration.
I see, thank you again.