Some advice from Nate Kornell:
Although as students we have all spent countless hours studying, we receive little guidance in how to study effectively. There are no shortcuts to effective studying, but in general, being actively involved in learning makes studying effective. Some specific points are obvious: pay attention in class, do the reading, don’t procrastinate, while others should be obvious but aren’t: study in a quiet place without distractions, don’t send text messages during class, ask questions if you are confused.
Here are three unintuitive but very effective ways of studying based on findings from psychological research:
Also check out Professor Kornell's webpage for more provocative information.