Your question is a great one. And it forced me to reflect about the things I have learned across my interests in business, personal development, and martial arts.
1) Repetition.
When learning a new skill, practice that skill often. When learning a new theory, apply it wherever you can.
As Bruce Lee said, “I fear not the man who has practiced 10,000 kicks once, but I fear the man who has practiced one kick 10,000 times.”
Any skill refined through continuous practice over time will become formidable.
2) Focus.
With so many distractions today–social media, multitasking, open-plan offices–we’re receiving constant stimuli.
We’ve lost the ability to focus. Yet focus is what is required to truly understand and absorb any subject.
To learn a new skill, find time to focus on it in an environment free from distraction. When reading about it, listen to music without lyrics, so the music does not distract you from the content of what you are reading.
Steve Jobs said, “People think focus means saying yes to the thing you’ve got to focus on. But that’s not what it means at all. It means saying no to the hundred other good ideas that there are. You have to pick carefully.”
3) Context and detail.
To understand a specific subject, its useful to look at the big picture first. Understand the context of things.
So in a book Read the table of contents before looking at the pages. This way you get a sense for where the overall context is headed. And when read the details, understand how one theme relates to another. Detail is important, but at the right time.
Start too early on the details and you’ll miss the context of the whole. Miss details altogether, and understanding only stays superficial.
Switch between context and detail so you learn the surface and the depth.
4) Relationship.
Learning by understanding context and detail (the prior point) gives me a sense of the relationships among information. And this is very important for retained learning.
This is one of the reasons why, to recall the order of a full deck of cards, many people tell themselves a story involving all the characters in the cards. The story details the relationships of the cards to one another.
Building a meaningful relationship across the themes you’re studying is one of the best ways to accelerate and retain learning.
5) Pace.
Pace is an excellent variable to play with.
For example, if you’re listening to a lecture, you could speed up the pace of the lecture x2 (as has been suggested in other responses to this question).
Pace also serves another important function. It puts us under different types of pressure, and because of this, we adjust our learning method.
Putting ourselves through this variability builds our capacity, much in the same way that a long-distance runner may do hill sprints to work on his or her overall fitness.
