Should I use the recommended environment in a programming course, if it's not mandatory?
The biggest difference you're likely to see if you use your own set up is the level at which your instructor will be able to answer questions. With the recommended method you might be told "Find and replace the string using control/command + R", whereas with your own setup you're liable be told "replace the string". Providing you already understand things well enough that you can make the translations in your head, then for a beginner's course and a mixed group you aren't likely to miss that much.

It's worth pointing out that it's perfectly possible that the teacher is more used to using yet another setup when coding themselves. Anaconda + Spyder is a good choice in this setup mostly because it works cross-platform in a reasonably consistent manner, rather than because it's a high productivity environment.