The way college teaches us to learn is a bit backwards - check out this diagram:
This is based on research by the National Training Laboratory, stating that lecture and other "passive" learning methods lead to low retention, while teaching or actively engaging with material leads to high retention.
There's controversy surrounding this diagram, and rightly so - you can't assign a one-size fits all "retention" metric, and you can't teach something you haven't first learned elsewhere, but I firmly believe the foundation is correct. Teaching encourages deep understanding and ties content to a new brain activity focused on output rather than input. So while you always must start with lecture or a textbook, be conscious to begin actively engaging with the material as quickly as possible. Discuss it with friends, do fresh practice problems with no guidance, or best of all teach others who don't get it.
The Feynman Technique is a practical framework for creating active engagement - it's one of Alex's tips mentioned in our college success handbook. Write the concept on a piece of paper as if you're explaining the concept to a layman. Even better than this is teaching it to another classmate who's struggling. Don't worry if you don't get it fully yourself, just try to help them. The act of putting the content into words will help you retain it in the future.
Remember this pyramid when you're studying, and try to align with the highest rates of retention! Lecture or a read through alone is definitely not enough. Reproduce the material in various ways, on your own, and you'll see a big impact on grades.