Whether knowledge of a language's history is helpful in learning the language is debatable since it largely depends on that particular language's unique history. In the case of Korean, I think it is important because Korea has exceptional pride in its written system, Hangul. For example, they are perhaps the only country in the world to have a holiday to celebrate the development of its writing system. But this is by no means an isolated view--indeed, legendary University of Chicago linguist James McCawley was famous for holding Hangul Day celebrations ever year and for championing the holiday as an international celebration for linguists everywhere. In an interview shortly before his death in 1999, McCawley noted that "Hangul is the most ingeniously devised writing system that exists, and it occupies a special place in the typology of writing systems." He adds that it is "the only writing system in the world that divides sentences not only into words and syllables and individual sounds, but also articulatory features, and the achievement of its creators in the 1440s was really amazing. They were doing work that would qualify as excellent linguistics by the standards of 500 years later."
The history of Hangul is the story of Korea's struggle to nurture its most important cultural product, a struggle mirroring Korea's efforts to create an independent, strong, and prosperous nation amid aggressive powers (for one example, consider Korea under Japanese colonial rule from 1910 to 1945, during which the use of Korean was prohibited). Hangul began as the invention of King Sejong for a country unified beyond class lines, only to languish as a second-class writing system for centuries. It was rediscovered by newly awakened nationalists who sought to adopt Hangul as a symbol of Korea's independence from China.
In general, I would say that learning the language's history alongside the language itself will allow one to make better sense of it, to be more aware of the weight behind the language's growth, and to be informed of the intimate relationship between a language and its speakers.
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