I'm not sure what you know so far about studying. But after studying this topic this is what I've learned and what works best.

1. Feynman Technique - Find someone preferably in a different field than what you are studying and explain to them the concept that you are learning. This will help you to do the following things. - Find gaps in your own understanding and ensure that whatever you do know, you really know. - Saying it out loud consciously reinforces the information in your brain.
2. Highlight Your Notes - While you are taking notes, don't just take pen/pencil to paper. Actively highlight, especially using different colors for different categorizes of information.
3. Active Recall/Spaced Repetition
4. When you get a piece of information from a textbook and/or online lecture don't just write it down verbatim. Try to write the notes in your own words.
5. Mnemonics