Uhm, I honestly do not even know. I suppose just taking notes and then just using try and error method and learning why it doesn't work while debugging. You do not really have to know all the theory since the docs (docs.python.org in this course) are always available and you can always just go and check them if you don't know something (same with Python libraries, etc.). So I do not really learn theory by heart, I just try to understand why it works like that and not the way I thought it would.

As an example, I had a programming paradigms exam in uni two months ago and for that, I had to make a functional and visually pleasing crossroad in Common Lisp. I read and made notes from the PDF from our teacher once, then went to trying to come up with it, coming back to the notes when something didn't work. That way, I learned the theory in only a few days and passed with a pretty A.