These are my experiences about learning, written from the perspective of a math student. I do think that my advice is applicable to other theory intense subjects such as physics and economics.
So I used to be the smart guy in high school. Doing well in math competitions, not listening in class and all that stuff. Basically I was a smart jerk. Needless to say, when I got to Harvard, I wasn’t the smartest in my class anymore. My freshman year, I enrolled in math 25, the honors class for math majors. I did pretty well in that class, but had to work really hard. Now, looking back at that experience, I see a couple of things that, given the chance, I would have done differently.
One could say that I was good at math, but not at learning math, if that makes sense. In high school, the emphasize for me had been at problem solving, while math studies in college are much more theory oriented.
How do you efficiently learn so much theory?
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