I'm just picking up Julia for my DSP course at uni, and came across this nice intro. It's very well-paced for a first introduction to programming!

Do they teach it? My DSP module at university was some Matlab point and click exercise.

The Julia DSP module is pretty nice for learning. The basic objects are about what you would expect them to be, you can specify filters by their zeroes and poles, etc.

Some of the design algorithm bits are hidden away, but I’d argue that a first course in DSP probably shouldn’t cover optimization details like Parks-McClellan.