marcusl said:
Ask questions when you are stuck.
This might sound obvious but it is an exceptional piece of advice. I'm sure all of the undergraduates here have been in situations where they didn't understand everything that happened in a lecture (and if you haven't then..go you! amazing.). I know this happened to me a lot when I was at undergraduate level and, despite many pleas for questions from lecturers during and after lectures, I rarely asked any questions. Some people do, but I think that most people are happy if they can escape lectures without looking stupid. It's a bizarre attitude, and one that only really becomes very noticable at graduate level. As a graduate student, I attended a few undergraduate courses (since I was changing field) and I found that I had a totally different attitude to lectures. I was always focussed on getting the most out of the material, and when I didn't understand something, I'd ask the professor - and in fact I'm fairly sure I was the only one in the class that bothered to actually ask any questions, despite the fact that I was only there for interest and the rest of the class (undergraduates) needed the grade as a core component of their degree.
Anecdotes aside! There are lots of different study techniques. The important thing is obviously finding out what works for you. It took me years to find out how I work best - and what I found was that I like to:
-- read lecture notes
-- look over the notes again, making my own notes on things I have thought to be important
-- tackling problem sheets that come with the course using the notes that I have made and, if there are things that I have missed from my own notes, I figure out why I didn't write them down. perhaps it is more important or useful than I suspected.
-- then, adding anything I have learned from the problem sheets, I look over my course notes again and then seek out each of the main topics in textbooks
-- more problems! from textbooks this time.
You'll probably be able to guess that I don't have a great memory. Some people can read things once, remember all of it and tackle problems without having to look at it again. I can't. I learn through repetition. I also like to plan when I am going to study particular subjects. Setting aside specific hours in time for taking on specific things mean that if I can avoid getting stressed, or sick, of the subject and keep my studying fresh and varied.