Try to avoid distractions while you study and allow plenty of study time. Studying effectively takes time, but it is time well spent. Start by looking for the “big picture”—figure out how the particular subject you are studying fits into the general scheme of things. That helps you focus on what you are trying to learn and why it is important, and gives you motivation to study. As you read materials for your class stop often to ask yourself what you just learned and how that information fits into the big picture. Jot down a few notes in your own words, summarizing the key points and how they fit with other key points in the study material. Keep doing this until you get through the assigned reading. When you finish you will have made yourself a good study guide to review before an exam, or to use when writing a paper. Writing helps you remember the material, so be sure to write your notes by hand rather than typing or cutting and pasting them into a document.
Also, read the material, and your notes, to yourself—out loud or silently (in your head, as if you were reading out loud). This will help you concentrate and remember the material. Again, allow lots of study time and as you go through the material keep asking yourself what you just learned. If you get tired and find that you aren’t getting anything from the material stop and take a short break. If necessary, change subjects to focus on for a while (switch from math to English, for example), but don’t give up. Just ease back into the material that you have trouble with and go more slowly until your get through the difficult parts.
I wish you well, and hope that in the comments here you let us know how your study techniques have improved.