As someone who's had to learn a lot about home repair by trial and error, I appreciate the free instruction!
Of course, Home Depot is not just being generous. They're hoping (or even assuming) that we'll buy our project supplies while we're in their store learning all of these wonderful new skills.
If you're a do-it-yourselfer, you probably are concerned about money, so you should shop around for the best prices on your supplies. Home Depot may or may not be the best bet.
I don't feel bad about taking their free class and then looking for the lowest price for my supplies. I've spent plenty of money in their store over the years. If you have little DIYers, both Home Depot and Lowe's offer children's woodworking projects for free. Please see my review here for details on how you can sign up your children to do some fun seasonal projects.