The error message doesn't tell you that your classes have to have a parameterless constructor - it's telling you that you're only allowed to use parameterless constructors (or initializers) in a LINQ to Entities query. So new XElement(foo, bar) is not allowed inside a Linq2Entities query because it's calling a constructor that takes 2 parameters, not zero.

When you add the ToList it works because now you're using LINQ to Objects instead of LINQ to Entities, and LINQ to Objects does not have such a restriction.

It's the predominant player in the industry. About ten years ago, C++ was the language of choice. A fair number of data structures courses are still taught in C++. This introductory course is still a point where students are new to programming, and Java tends to be a friendlier language to work with. Different people have varying opinions on which language should be taught, but learning Java won't hurt you. Especially when it comes to applying for jobs.