For stuff like chess, programming, drawing, etc where there is a skill you can learn..

Just do it. Every day. Do it in manageable steps. So for example if you wanna program, make a goal to create a calculator app. Then work out how to do that. Then do it.

Just keep doing progressively more difficult projects. After calculator app maybe a demo/visualization of sorting algorithms. And then a basic web server. And then a 2d video game. Etc

Learning by doing is the only real way to learn. Even in CS school the classes were great for certain things (I liked data structures & algorithms) but generally speaking the classes are there to facilitate you teaching yourself by doing.

Tldr: do the thing you wanna learn. Do it regularly. Every day if possible. Even if only 5 minutes.

Getting good sleep helps a lot. That's how you store what you learned. I found trying to explain the subject matter to someone else, real, imaginary, or rubber duck, helped me figure out what I didn't know.

Making good goals and evaluating your progress periodically.

There are a lot of resources you can use to get guidance on what constitutes a "good" goal, but the basics are that it should be measurable, have a clearly defined end date or timeline, and it should be attainable but still challenging.

So your goal of "I want to learn Japanese" might become "by November 2024 I want to be able to pass the 3rd level Japanese language proficiency test."

"I want to run a marathon" might look like "I want to complete the 2024 Chicago marathon in under 5 hours."

Once you have your goal I find it helps to sort of work it backwards from the finish line. In the Japanese language example you work through the steps it takes to pass the test and set checkpoints along the way. These checkpoints can also be structured as goals: "I need to memorize 15 kanji per month to prepare for the test," "I need to complete one lesson per month in order to reach the level of proficiency needed," etc.

And then you evaluate your progress periodically to see if you are moving at the pace you expected. I like to check in about every one to two weeks, but no more than two weeks in between check-ins or I start to lose sight of what happened since last check-in.

If you're moving faster than you thought, maybe you can adjust your checkpoints or work in additional learning tasks. If you're moving slower than you'd hoped you can look back on what roadblocks prevented you from progressing and make a plan to deal with future roadblocks, or even adjust your overall goal/expectations if needed.

When you feel like head is bloated or you start being easily distracted, take a break and do something to ease yourself. I usually play a game for 30 minutes or something.

Some days it just doesn't work and then you gotta give it a break. Forcing knowledge onto yourself does not work long term in my opinion.

What I also find handy: Take a walk and think about what you've learned.

Here is a free evidence-based resource for self-esteem.

I used to use this website a lot with my clients when I was a caseworker. I've found some of the resources helpful myself. Here is their resource page. Distress Intolerance is a neat one.

I work on a presentation of the subject.

For straight memorising, I used to rewrite by hand the text. I took a long time, but I was stuck in my head since I had to "think" every word as I wrote it. Then usually I didn't even had to read it again. But that was in high school, so probably it wouldn't work that well now

I read out loud. It helps me remember what I’m reading.

Not sure if this is taught in school anymore, but I found the outline process of note-taking to be helpful in both lectures and reading material.

This was the most decent website I came up with that describes the process: https://www.taskade.com/blog/outline-method-of-note-taking/

I felt it was the best way of quickly organizing topics, subtopics, and important items in a way that was simple to read and understand relationships between subjects.

dig deep hole, jump in.

i like to surround myself in a project with stuff i do not understand and a defined goal, and learn my way out of the hole into a functional state (product).

learn by doin i spose

I am a big fan of the Cornell Note Taking System. It really helped organize my undergrad notes much better than any other system I tried. Also, it is the only system that is Andy Bernard approved!