Maybe something like this:
SELECT
*
FROM
student_FavouriteCourse fav
JOIN student stu ON ( fav.user_id = stu.user_id)
JOIN courses crs ON ( fav.course_id = crs.course_id)
WHERE
fav.user_id = <yourvalue>
As an explanation:
1) this will return the student_FavouriteCourse (using "fav" as an alias) records you want
SELECT
*
FROM
student_FavouriteCourse fav
WHERE
fav.user_id = <yourvalue>
2) you then JOIN
the student details (using "stu" as an alias)
JOIN student stu ON ( fav.user_id = stu.user_id)
3) you then JOIN
the course details (using "crs" as an alias)
JOIN courses crs ON ( fav.course_id = crs.course_id)
Can I suggest that if you are new to JOINs and SQL, you run this query at each of steps above and then you will see how the join is working and how the resulting dataset is constructed.
EDIT: Read your post again and I see you don't actually need the student join, just the courses. Therefore:
SELECT
*
FROM
student_FavouriteCourse fav
JOIN courses crs ON ( fav.course_id = crs.course_id)
WHERE
fav.user_id = <yourvalue>