When logged in, click on the star icon next to any course title - this star will turn orange when it has been favourited. A selection of your favourites will appear on the user dashboard at the bottom of the page. You can also access a compete list of your favourited courses by clicking Courses in the navigation bar at the top of the page and then My Favourites.
To remove a course from the list simply click the star again – it will then revert to grey.