“By three methods we may learn wisdom: First, by reflection, which is noblest; Second, by imitation, which is easiest; and third by experience, which is the bitterest.”
I’m a huge fan of Laurence Endersen’s book: Pebbles of Perception: How a Few Good Choices Make All The Difference. I think it deserves to be on the shelf of every knowledge seeker in the world. There is a chapter in the book on lifelong learning.
The Feynman Technique
Savour experiences as opportunities to learn. Reflect on your experiences. Read regularly. Learn how to read for understanding. Know how to test whether you really understand something by demonstrating that you could teach it in simple terms with a clear analogy.