They say we can master almost anything if we spend 10,000 hours learning it. However, according to both my wasteful and my efficient trials, the following five steps work well to save many hours in the long run. You may want to tweak them here and there to suit yourself better.
Focus
Save your time and don't try to master too many things. It's easier to be really good, or even just good, at one thing than many. First, make clear for yourself what your goal is, "What's it that I'm trying to do or make?" Then, before reading a book or taking a class or learning anything, ask yourself, "How will this book or class or this learning help me to accomplish that goal?"
Copy the master
Find somebody who's already mastered it. Copy how he did it, follow his ways and 'steal' his insights, tricks etc. A real master in person is ideal, but you can copy any master who shares --for instance in his writing or through presentations-- how he's mastered it, his experience, his knowledge.
In case some of you are wondering: Yes, it's about copying the master, not his results or products. You can use his results or products, of course.
Study actively
Don't just read. And don't plan to reread as it takes a lot of time and isn't so effective. How then? Ask yourself questions about what you're reading. Write down your answers as notes. Practice, for example by solving exercises and tests.
Just do it
Use 20-30% of the time for studying, 70-80% to do/make whatever you're trying to master. Study (read, listen, take a class etc.) only just enough to be able to start doing. While doing, problems come up; study (e.g. by looking up resources) only what is necessary to solve them. Then from time to time, study in order to improve.
Keep at it
Repeat. Persist. Space your learning, don't cram.
