That's how I felt when I discovered FP after more than two decades writing procedural and OO code. It felt like I'd found a secret room where all the reasoning was kept.
Have a look at this similar course: https://www.coursera.org/learn/programming-languages
I enjoyed it quite a bit and the lecturer is fantastic. It also uses SML and teaches similar material, though maybe not as in depth since this is just the first section of a three-part semester long course.