"I want to learn Spanish" is the most common sentence structure here, for sure. But "they suggested to go out" is not wrong, it's just rarer. I often speak like that. If someone says "you're welcome to leave" but it's unclear whether they're talking to only you, or only your friend, or both of you... Then we shouldn't say "they suggested we go out" or "they suggested you go out" or "they suggested I go out" - we need to omit the we/you/I for accuracy, and say "they suggested to go out". And even if they specific who they are talking to, we may want to avoid mentioning the "we" for intentional simplicity/vagueness and indirectness - that's not wrong grammar it's just a stylistic rarity.