That's because you were in the superhero folder in the previous exercise.
On the beginning of each unit, Codecademy provides a file-tree of the directories you will be working with. I suggest you keep this link opened so you don't have to lose a lot of time or commands figuring out how to jump from one folder to the next.
The following can be found at Command Line -> Manipulation 1:
You can reference the filesystem for this lesson here. It is highly recommended for this lesson.
From the above, you can see that you have to perform the following in order to change from superhero to comedy:
$ cd ../..
$ cd comedy/
Remember to use pwd to know where you are within the filesystem: