Yousician does not support Bluetooth devices at the moment.
By default, Bluetooth is designed to have some latency (the time it takes from the sound being produced until it can be heard). An app as timing sensitive as Yousician, where your performance is partly evaluated based on when you play a note, Bluetooth is a type of technology, that does not currently meet the requirements.
If you would like to try out your Bluetooth headphones regardless, launch Yousician and once launched, connect the headphones to your device. This might work with some devices.