I've long wished that Learn would offer admins a Favorites menu or another way to bookmark favorite System Admin menu screens. But it finally dawned on me that I could just use the browser's bookmarks.
This works because each link on the System Admin page seems to have a unique URL.
The two pages I use most are System Admin > Courses and System Admin > Users. After bookmarking these, I added single-letter keywords to the bookmarks. So now I can get to the Courses page by typing "c" in the address bar!
Do you use shortcuts for navigating Learn?