Taking one course at a time to help fend off boredom is not a big deal imo, nor should it affect your SSDI imo (but then the rules keep changing... you need to research that online.)
Depression will deepen if you also become bored, for example. Taking a course might help you feel better and help you begin to be more able in the future.

There are some places that have college level courses online for free, without credit though, and matriculation fees are still due.
Why not try something that doesn't involve a college, just to see how much you can do without messing up something more permanent that you really need right now?