I am writing a paper that relies on data extracted from Facebook and analysed using techniques I am learning online at DataCamp. Considering that most of my methodology comes from those courses, it seems that I should include them in my bibliography. The thing is, I never really saw that kind of citation anywhere - but it seems so wrong not to include them. Any opinions?
While you saw it first on this online course, that doesn't mean they are the correct citation. You can mention the URL, for instance, if you want to support it, but the citations should reference the original material OR some revised version (like a book, if the subject is somewhat old).
Long story short: Want to cite a specific method? Search for the original article of the variation you are using and cite that. Is it something very common that is "textbook material"? Pick a good textbook and cite that.