Well, I waited until I was 30 before I finally figured out how to study.
The first step for me is controlling presence. Presence is this ridiculously useful concept my wife taught me from her acting days.
The point here is to be ‘in the moment’. In an acting context this means that you need to react to your environment from your ‘crotch’. Great actors believe what’s happening to them for pretend, even though they’re on a set or in front of a blue screen and have people and microphones and gadgets around. That takes focus.
And so does studying. You need to be completely consumed by the material you’re learning in THAT moment, not thinking about dinner, not thinking about your wife or girlfriend or kid or some TV show. Your mind cannot wander, particularly for difficult subjects, or you won’t actually learn anything. Recognizing when you are and are not focused is the first key. Next is learning techniques for creating presence and retrieving it once it’s lost. The power of these skills simply cannot be overestimated.
Next are some practical tips. Some are from this Barker post.
1. Don’t copy down notes, make your own. This means listen to an idea, understand the idea, then write the idea down in your own words. Most of the time you’ll realize you don’t actually understand the idea, which means you go back and learn it right. Then you write it down.
2. Write questions and answer them. If you truly understand a concept then you understand how to ask questions about it that make sense.
3. Think about the things that you’re studying. Think about how they might interact with the real world. In my math exams, I can link a lot of what I’m learning back to concrete examples at work. When might I use the Hypergeometric distribution? Bit of a stretch, sometimes, but it’s useful. This is where programming, specifically the ML class, has helped me learn math immensely. I understand much better how to actually translate math language into a more useful programming implementation, which helps me better understand how it works in life.
4. Forgetting is important. Weird, I know, but the more times you learn something the more likely it is to stick. Know that you’re going to forget stuff and plan for it.
5. Plan. Overestimate the time it takes to learn things. This is every mediocre student’s downfall, I think. They procrastinate and try to crunch it all in at once. Not how you learn.
7. Sleep in a routine. Exercise in a routine. Don’t drink. Be a warrior monk.
8. Change your location! This is a funny one. But memory cues matter and you’re going to be testing in an unfamiliar location. Be ready for that.
9. Always remember that learning is HARD. Learning is PAINFUL. You feel stupid, you get frustrated, you waste time. Be ready for that and when you get discouraged, realize that you’ve just lost your presence, get it back and crank away. Then go work out.
Not Unreasonable 
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