In this context, the expression/ collocation is not: "to be off to do something", it is to 'be off to a great start'. = (In this context) - You have already achieved an important first step in your language learning journey, simply by watching the video and (hopefully) taking the decision to sign up for your first English class with that teacher.

You are beginning well.

"Off to" means the same as "on the way". "You're off to a great start" = "You're on your way to a great start"

In literal terms, it technically means you've just started going somewhere. In this context, the phrase is "off to a great start", so it's less literal. Another time you might say "off to do something" would be "I'm off to the store" (replacing "going" with "off". you could also say "I'm going off to the store"). This is another less literal example: "I'm off on my path to create a business".

"Off to a great start" this means "You have started and you are going in the right direction." "Has comenzado y vas en la dirección correcta". We use variations of this often. Aunque, a veces, decimos una frase similar con un significado diferente: "I'm off to the store." = Voy a ir a la tienda. "Ok, I'm off."= Me voy ahora. Good luck!