G. Mark’s Answer
In my career, I've found that there are some things I wish I'd started sooner. First is to take lots of notes. Don't EVER depend on simply remembering lectures. The reason isn't necessarily that you'll forget things, but that you simply won't recall it in any given moment without having some structured and organized representation of all those ideas you learned.
Second is "Do it Now". As soon as you leave a lecture, go over the book at least once. Experiments have proven that memory works much, much better if more of your senses are recruited for any particular information. Listen. Write down what you heard. Look at notes and diagrams. Try to use the information. Maybe you'll trying writing a list off-line of what you heard. Then go back and check your notes and see if you were right.
Third is Distributed Practice. Don't "cram" on one day. Relax. Take it easy. Look over the material for a short time. Put it away. Look at it again for a short time later. Try to use the information again. Again, this is not supposed to be super-intense at this point. Do a little bit and let your subconscious mind digest it. It will, you know. Even if you're not aware of it or trying. Research has shown that much of the organizing of our knowledge and experiences during the day occur when we sleep. This goes on all the time, and it requires pretty much zero effort. So enjoy. Don't stress.
Fourth is something many folks don't ever do. Discuss what you learned with someone else. It can be a study partner, another student, or no one who even has a clue what you're studying. You'll find that when your brain is forced to explain something to someone else, your brain figures out how to explain it to ITSELF. Folks who don't know what you're studying will ask a lot of off-the-wall questions that will force you to examine the concepts in a fun, casual way. Or present questions you never thought of.
Finally, remember that your brain does best when working with chunks of study time between 30 minutes and 45 minutes followed by a break of at least 10 minutes. Why? I don't know. But it does. I suspect that break gives your brain a bit of time to "digest" the information sort of like your brain does when you're asleep.
Those items will not only make it easier to learn, but it will make it a LOT less work and less stressful. And a really fun side effect is when you begin to think about something you're trying to learn, you take a break, and then suddenly something pops into your head. Because your brain works on this stuff even when you're not conscious of it. And suddenly you go, "Waiiiiiiiita minutteeee...!" Fun.