I'm a student who has completed my bachelors at an Australian affiliated university in Sri Lanka. I'm working in my family business. I tried to go through an agent to apply for my masters and to continue in London, as I have relatives there. The agent suggested an (family?) EEA visa, which I agreed with because I had the perception that if there is a relative there, I can just go there as a dependent. But I got refused saying I'm financially stable and I don't have to be a dependent on my relatives. I want to focus on completing my masters. Therefore I will try for Australia. Will this previous refusal be an issue or create any problems when applying for that visa?
Just moving phoog's comment to an answer
You got the family permit refusal because you applied for a visa you didn't qualify for, because of poor advice. Family members must be dependents or members of the household of the EEA sponsor unless they are the spouse or minor child of the sponsor. The refusal won't of itself affect a future visa application in other countries, nor should the reason for the refusal be a barrier to obtaining a visa in another country (as it would be if you were refused because of a criminal record, for example). You could also try for the correct visa in the UK, which would be a student visa.