IT Think about how the material relates to information you have learned in other classes, from other reading, or from merely living. Deliberately think of associations where possible. Include associations with where you're studying, sounds, other words, etc. Use anything that works, just like you would if you were memorizing a shopping list. I think of this process as implanting mental velcro.
History is mostly about constructing stories, ones based on fact.
You might also relate these stories to events in your life or the lives of those you know or to those in the news. The final exam presents a slightly different challenge since it is not likely that you will want to try to read all the textbook material before the final exam. Continue to study after you think you have everything learned. You will usually not know the material as well as you think you do. Mentally rehearse the material at times you are not actively studying.