That agrees with about every dictionary I checked. It's possible to use "correo electrónico" (email) as a short form of "dirección de correo electrónico" (email address), but it's a little weird. If you want to go short and precise, you can say "dirección electrónica" (electronic address) or just "email/e-mail".
Duolingo is all about "learning by doing". :)
Esto is a neutral pronoun. It is used when you're talking about a concept that is not represented by a certain noun:
- Hemos perdido tres hombres ayer. Esto es no bueno. - We have lost three men yesterday. This is not good.
In this example, "this" doesn't refer to a specific noun, but to a larger concept.
If you have a specific noun something is referring to, like "correo electrónico", you need to use the gendered pronoun, in this case este, or esta for feminine nouns.
The same accounts for the other pronoun trinities: eso/ese/esa, aquello/aquel/aquella, and, by extension, ello/él/ella.
You can also say "This is my email" in English, but it sounds somewhat more coolouial if you're talking about your address. In Spanish it's more common to just say "correo electrónico" in that case, since it's already pretty long, and adding "dirección de" doesn't make it better.