I am trying to do regression for the first time using qualitative and quantitative data using scikit learn.

I want to find correlations between user demographic features like age range, country, gender (all categorical), account age (numerical) and their overall listening time (numerical).

I am considering one-hot-encoding the categorical variables or dummy encoding them. I think one-hot-encoding makes sense for regression, but I don't have space to have that many additional columns. In this case, I prefer dummy encoding and I know how to do it. However, I don't know how to use the dummy numbers when doing linear regression using scikit learn.