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