In Minn Conciliation Court is the same as Small Claims in other states. Generally small claims courts deal specifically with cases involving a loss of property where a monetary value can be assigned. Minn is not different. Cases involving harassment, discrimination, pain and suffering are excluded.
This site may help you:
Office of Minnesota Attorney General Lori Swanson - Your Legal Rights
I'm not surprised you were told to take your case to district court. And for such a court the standards for following legal procedure are much stricter.
Twinkle gave you good advice, to consult an attorney to determine the quality of your case.
From what you said, I'm guessing you took some sort of training course and were not giving certifications after completion. I'm also guessing, from your attitude here, that maybe you caused a problem that resulted in not getting the certification.
But the bottom line is, if you want a refund for the course, you can sue in Conciliation Court. If you believe you are owed compensation for things like pain and suffering, slander etc. That is not going to be heard in Conciliation Court.