Taking courses on Udemy and YouTube will be helpful I'm sure, but don't neglect the power of practice. If you work largely with Windows right now, pick powershell. Take opportunities to convert the knowledge you already have (example: unlocking an account in Active Directory or adding an email alias in Exchange) from a manual process to a powershell method. Sometimes that's a single cmdlet (Unlock-AdAccount) and sometimes it's a script.
Once you have a good understanding of variables, the pipeline, and foreach loops, you'll be in a position to accelerate your learning. Looking up Microsoft docs is part of the process :)
I would agree with others. If the majority of focus is IT/Support for windows specific devices Powershell would probably give you the most power specifically for windows and your job. If you plan make applications, expand to unix systems, or in general go where Powershell is not then Python would be a good flexible and cross platform option.
I am more of an applications developer that works mostly on unix systems, so Python was my choice and it has worked well. But I understand that Powershell probably has some permissions, access, and functionality that is better suited for your job.