It depends on the kind of material. Things that work for some material are: working problems, drawing diagrams and labeling them, reorganizing information in charts or graphs, flat-out memorization, saying things out loud repeatedly, discussing topics with other classmates, teaching someone else, writing out essay-style explanations, deriving from first principles whatever concept you’re trying to fix in your head, comparing and contrasting competing ideas, doing the thing itself with your hands slowly and deliberately and then faster, talking about what you’re doing, explaining edge cases, etc.
It really depends on what type of thing you’re studying. Basically, keep trying things until you know it inside out.