For learning Korean, I think knowing the history of the language is somewhat useful. The most important thing (although I may be biased as a Chinese learner) is to understand which words are natural Korean and which words are based off of Chinese and have hanja. Older words that are based off of Chinese are typically more formal words, and may either have a native Korean equivalent (for example, depending on usage, there are three words for a "class" in school in Korean, and two are based off of Chinese, the third having been taken from English). Learning words with hanja can help learn many root words in Korean, as one syllable in Chinese, and therefore Korean syllables based off of Chinese, contains one unit of meaning. So many words in Korean that have to do with learning have the syllable for "study" in them, and being able to identify this can help you better learn the word. With learning a new language, you have to develop a strong vocabulary base, and anything that can help you make distinctions between words can only serve to help you.
Understand which words have hanja can also help you better understand the spelling system better. While Korean has a phonetic alphabet, some words aren't spelled exactly how they are pronounced. For the word "music," the romanization of the Korean word is eum-ak, but it is pronounced eu-mak. Why not then spell the word as it's pronounced? Because the two syllables of the Korean word correspond in that way to the two-syllable Chinese word. Understand the historical root of words such as this help explain how it's spelled, which is essential in learning Korean.
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