enrollments is a generator. Either recreate the generator if you need to iterate again, or convert it to a list first:
enrollments = list(enrollments)
Take into account that APIs often use generators to avoid memory bloat; a list must have references to all objects it contains, so all those objects have to exist at the same time. A generator can produce the elements one by one, as needed; your list comprehension discards those objects again once the 'student_id' key has been extracted.
The alternative is to iterate just once, and do all the things with each object you want to do. So instead of running two list comprehensions, run one regular for loop and extract all the data you need in one place, appending to separate lists as you go along:
courses = []
students = []
for enrollment in enrollments:
courses.append(enrollment['course_id'])
students.append(enrollment['student_id'])
rewind in PHP is unrelated to this; Python has fileobj.seek(0) to do the same, but file objects are not generators.
