You learn fastest by giving yourself a project that really grabs your heart. You then will move heaven and earth to learn what you need to learn.
One technique I use is to document everything I learn — in the Java Glossary. This is both a service to others coming after me to make it easier for them to learn, but also it means experts constantly point out my misperceptions. They would not bother had I not made that attempt to teach. Trying to explain it to others helps clarify it in my own mind and points out the holes in my own knowledge. It also acts like a great set of notes when I come back later to a topic cold.
You have to be willing to look foolish. If you are afraid to admit your ignorance, you won’t learn very much.
Ask multiple choice questions in the comp.lang.java.* newsgroups. People are much more willing to take the time to answer if they see you have put some effort into answering the question yourself. It also lets them know your current level of understanding. Even if the real answer is none of the above, you will get far more responses.
Read the FAQs (Frequently Asked Questionses) over and over and over. They gradually begin to make sense as you learn more. People will quickly get impatient answering your questions if you ask ones already well-answered in the FAQs or the Java Glossary.
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