Well, maybe three bites at a time.
1) The number one thing is to accept the limitations of how the brain works. Don’t try to absorb too much information at any one time. Follow the rule of three. Learn three ideas and then stop. Come back later to learn three more. Do not cram. Study after study after study shows it does not work for retention (retention is a measurement of recall 72 hours or more after exposure).
2) Learning happens through repetition. You can’t just read something and think about it once. You need to repeatedly think about it so that the neural networks will form strong associations so that the information can be easily recalled, later.
3) Learning happens when new information is connected to old information. You need to have an established mental model for new information to be attached to. Spend time on the big picture elements to establish those models and then go back and get the details, once you have a place to put them. Draw mindmaps of the big picture so that you are sure you understand the structure and then add in the details to flesh out the mindmap.
4) Transfer. Try to use the information in a different context. If it is a text paragraph, try creating a diagram out of it. If it is a diagram, try writing a paragraph about it. Say it out loud, but in your own word (interpret). Doing #4 can satisfy #2. It can also help with #3.
5) If two topics are related, review the first before trying to learn the second.