For me, learning to knit was harder than learning to quilt. It's less expensive than quilting. It's usually just buying yarn and needles. Also a pattern and maybe stitch holders etc. The hardest part is learning to read the pattern instructions and keeping count of which row you are knitting.
Quilting, for me, is just a matter of sewing a straight line to put the pieces together. The actual quilting part was getting the hang of 'rocking' the needle back and forth on top of the quilt instead of punching the needle down through the top and back up from the bottom. Not pretty. The more you do the quilting the smaller your stitches will get. The hardest part of quilting for me is color combinations. Some of the prettiest quilts are just pieces of fabric sewn together using a straight line. It's the color combinations that really make them pop. Applique is harder for me. Quilting can be more expensive. Good fabric is expensive and you will need the batting and the backing. Also, a rotary cutter and mat and needles and thimble. And, quilting thread is different from regular sewing thread. Walmart material and thread is good for beginners and especially for baby quilts etc. I've also used sheets for the backing. If I was selling or gifting, I'd get the good 100% cotton highter count material. Anyway...
If it were me, I think I'd take the quilting class because there is more to learn such as stitches, color combinations and using a rotary cutter. Knitting is basically learning to do the knit stitch and the purl stitch. I learned how to quilt, knit and crochet from books but now with Youtube, you don't really need to take classes although they can be fun.
Really both are just a matter of practice, practice and practice.