Luca,
DAX Studio is an absolutely invaluable tool for optimizing your DAX code. If you frequently work with large data sets, where the speed of your reports is an issue, then I would say learning DAX Studio is a high priority. We have compiled a lot of good information about DAX Studio here. In addition, in early 2021 we will be releasing a course in the training portal on DAX Optimization by Enterprise DNA Expert Nick Mone, and Nick will spend a fair amount of time in this course going through DAX Studio and Vertipaq Analyzer.
If you don’t often deal with large datasets with speed/optimization issues, I would say from a tools standpoint to spend your time learning Tabular Editor 3 (not yet released, but coming soon). This has a much more complete development environment than DAX Studio, and also allows you to work with calculation groups.
Ultimately, both are important tools well worth learning.
I hope this is helpful.
– Brian