Reading to study is helpful, especially when you're just starting to become knowledgable on a topic. However, after that initial stage, you will learn much more efficiently by tackling the most difficult problem you can find.
Picture: Andrea Allen/Flickr
When you tackle tough problems, you actually apply the knowledge you acquired through reading. For example, if you're studying for an exam, or you're trying to learn a new skill at work, reading about it will only get you so far. To really sharpen your teeth, you need to get hands on, and picking the tough problems will teach you the most.
How to learn efficiently [Daniel Lemire's blog]