Not sure if it is wrong but we don't say that this way, but "próxima semana" (next week). "Próxima" also means "near", so if you use semana próxima you are meaning that (viajo na semana próxima ao carnaval - I travel in the week "near/close to" Carnaval)
So "última" is another one of those adjectives, like "proxima" and "nova" that goes before the noun it modifies? It would be nice if the lesson help text included that.