As @Ramachandra_37567 mentioned, it might be possible that you are running this command inside the mongo shell. If that is the case then please exit out of it by running the command mentioned below.
And then run this command from your OS prompt for connecting to the class atlas cluster.
mongo "mongodb://cluster0-shard-00-00-jxeqq.mongodb.net:27017,cluster0-shard-00-01-jxeqq.mongodb.net:27017,cluster0-shard-00-02-jxeqq.mongodb.net:27017/test?replicaSet=Cluster0-shard-0" --authenticationDatabase admin --ssl --username m001-student --password m001-mongodb-basics
If this does not resolve the issue then please share the screenshot of the command you are running and the error message that you are getting.
Curriculum Support Engineer