挺 is an adv in this context and means very; quite; pretty; rather. In this context, 挺 modifies the verb 想学. 挺想学 means quite want to learn. Another example, 我挺喜欢她的: I quite like her.
都 here is used for emphasis. You can probably use always, all along, etc. to interpret. Compare 我一直在想你(I have been thinking of you) to 我一直都在想你(I have always been thinking of you).