Why do I get null values in my linq sequence?

As Maciej pointed out in his comment, your issue is most likely the following:

private String education; //implied default of null
public String Education
{
    get { return education; } //simply a return
}

public List<Cours> CreateCrazy()
{
    using (DatabaseStudentsEntities1 db = new DatabaseStudentsEntities1())
    {
        //Education/education will always be null if it hasn't been set yet.
        if(education==null)
        {
            education = "";
        }
    }
}

My best guess is that it doesn't work because however you are normally testing it education isn't being set so it is null which gets defaulted to "" inside CreateCrazy. When you replace education with a hard-coded string it works because there's nothing technically wrong with the LINQ query. It's most likely a problem in your binding.

Additional Thoughts:
Properties: Always set the default on a property or field if needed instead of defaulting inside a method. This keeps variable state consistent. As the code is written now there are two default states depending on whether CreateCrazy has been called - null and "".

Functions: If possible it's good practice to try to maintain a single exit-point for functions. It makes the code easier to read, follow, and therefore maintain. This ties into another good practice in my opinion - eliminate as much null reliance as possible. If you call a function that queries and returns a results array, wouldn't you expect "no results" to just be an empty array? This also allows the consuming code to be simplified. Instead of having to null check you can simply iterate. If there are no results the loop will just exit immediately.

LINQ: Way too many ToList calls. ToList forces an evaluation of the LINQ expression so never ToList a query for results unless finished with it. Both calls could be removed from the query and just leave the ToList on the return value. Also the second part of the query isn't necessary. You're capturing courseName into an anonymous object and then transferring that data into a typed object in another select statement. Type it the first time.

Modified with suggestions:

private String education = string.Empty;
public String Education
{
    get { return education; }
    set
    {
        if (education != value)
        {
            education = value;
            NotifyOnPropertyChange("Education");
        }
    }
}

public List<Course> CreateCrazy()
{
    List<Course> courseResult = new List<Course>();
    using (DatabaseStudentsEntities1 db = new DatabaseStudentsEntities1())
    {
        try
        {
            var query = from data in db.Courses
                        where data.education == Education
                        select new Course { 
                            CourseName = data.courseName 
                        };
            courseResult.AddRange(query);
        }
        catch (Exception ex)
        {
            MessageBox.Show(ex.Message);
        }
    }
    return courseResult;
}