Understand each section before advancing to the next section or the next step. Should you encounter an obstacle with a self-study program repeat the difficult section at another sitting. If you still have difficulty seek assistance. Reinforce what you learn. When you learn something new it is important to review it - make notes, ask yourself questions, talk about it or replay cassette tapes.
Research shows that repetition dramatically increases retention.
Act on what you learn immediately. It is not what you know that counts so much as what you do with what you know. When you learn a new skill use it. When you hear a good idea, or think a terrific thought stop and write it down immediately. Do not let a good idea get away.