Lately I've been finding more and more that the exact techniques I use are less important than my motivation. When I begin learning something new, I try to start some sort of project right away. It can just be something simple for myself, maybe just reading a kid's book in a new language, but it helps to ground me when I encounter tons of new information. Once I get excited about learning something, then the tools/tips so many of the other comments have mentioned help me learn better. But if I can't get that initial interest going, those techniques don't do much.

I'm not saying to only learn things you're passionate about- almost all of us will have to learn skills that we aren't particularly interested in. But finding some goal to push for beyond just "learn x" can give me that motivation.