You are right. You can only join two sentences together with a comma if you have a conjunction. The professor has so much energy, so this is ... Or you can you skip the punctuation and use "that" The professor has so much energy that this is ... Or make the second sentence into a clause by adding a connective word and the using a comma. He has so much energy, making this class ...

In addition to Ed's answer, you could also use a semicolon. "He's got so much energy; this is one class you do not fall asleep in."