My supervisor is teaching a course for masters students and she said I should follow it. I'm not responsible for exams or anything but I feel like I should still prepare for class. Some of them are familiar from my own masters but overall it takes time... I feel like I should drop it but it would not leave a very good impression.
What do you think, is it common among PhD students to take masters level courses?

I tag along to my supervisor's lectures because they're relevant to the methods/equipment I'll be using which I hadn't used previous to starting my PhD. It takes 2 hours a week (4 in some weeks) to attend lectures and at least that much time again to read and do prep...but I don;t mind as I'm learning useful info by doing so.

Some people in my department are taking masters level statistics courses and such, some of which are repetition - especially one person who did her masters at the same university and is essentially repeating the module! I however, didn't do a masters but my supervisors are not asking me to attend any that I had not already indicated that I'd be interested in doing.

If it takes too much time then just talk to your supervisor and see whether they recommend you to continue or to work through on your own. This is what I intend to do with my second supervisor's programming workshops because I already know a different software and as far as I know I can do everything I need to do with that instead of spending a lot of time and effort grappling with one I'm less familiar with! Of course, if he still wants me to learn it for future studies then I guess I will still have to do it...though I skipped the first session so already it's a bit awkward...in my defence though, if he had shown up to my meeting the day before, I would have spoken to him about it first!

I attended a course from the (similar) masters during my PhD - and the university did not charge me for it. It helped me - A LOT! Don't miss the opportunity to attend these lectures, they will definitely assist your research.

hi! I did the same during my phd, felt a bit under pressure because my supervisor kept expecting me to come up with answers during the lectures! It also tired me out because I had to prepare before lectures (because she would expect me to respond etc.).

Looking back it was very good training, and it helps to overcome our ego as well.
If you can fit it in, please attend them.

love satchi