You must KNOW the material for the tests. Make sure you have enough time to study a whole section at a time. This gives you the context for everything you're going to learn. Make sure you know what each step is about. You should NOT try to learn the details at this stage.
Most students just sit down and start studying the material from beginning to end.
However, you can't build a context for the material if you do so. Make sure you have the overall picture before you fill in the blanks. Now go back and fill in the blanks. This last step is very important to the way I ask questions on exams. The last step is to learn what are the unique characteristics of concepts and how do they differ from other related concepts.