When meaning "before something" (with that something following) it usually needs "di": "Arriverò prima di te" (I'll arrive before you), but "Arriverò prima" (I'll arrive before then) and "Arriverai prima tu" (you'll arrive first).
Why use prima twice? Yes, prima colazione can be 'breakfast' but so far duolingo has just used 'colazione' for it. But I suspect it's because before is prima che or prima di and della doesn't match either of those.
I agree that having "...prima della colazione" is the correct way to write "di la", and that it would specify a particular breakfast rather than a general statement inquiring what one does prior to eating in the morning.