He probably means, and that is what I was going to mention, that in another exercise where the sentence is "the unhappy student goes to school" you get marked wrong for writing in ludum rather than ad ludum. In fact, both sentences carry slightly different nuances of meaning, but both ought to be translated into English as "go to school." https://forum.duolingo.com/comment/34232081/The-unhappy-student-goes-to-school
in + acc means going to a place and entering it. The verb is almost always a verb that means movement. in + abl explains where something/someone is. The action is mostly stationary or cofined to the place being referred to. ad + acc means going to a place, but not entering it.
Marcus in villam it. = Marcus goes into the house. Marcus ad villam it. = Marcus goes to the house. Marcus in villa est. = Marcus is in the house.
They are in the same case (indicating in Latin what job the noun is doing in the sentence) but only have the same ending if the adjective is formed in the same way as the noun, so it would be puellæ tristes/felices, the sad/happy girls go to school, feminine nominative plural like the noun but the adjectives tristis & felix are declined like 3rd declension nouns so the endings don't look the same. This can be bewildering at first but it eventually becomes second nature.