The interviewer would like to know that you have a keen interest in gaining new skills by continuing your education when the opportunity arises.
Tell the interviewer about any course that you would like to take, but be sure to keep your answer industry related. You should avoid saying that you want to attend a class on dog grooming if you are interviewing for a career in the utility industry.
It's also a great idea to ask the interviewer if, after reviewing your resume, they would suggest a particular course to fill any potential gaps in your skill set.