Everybody in this thread said they learn by tinkering, so I'll go out on the limb and say my learning method is completely different.
Namely (before I actually do anything), I like to create a list of *all* actions I can take, and then visualize in great detail what each action would mean for me. For example, if I were to learn a new library, I would list every function in a .txt document and visualize the way I would use each and every one in a lot of different contexts I can come up with. After spending hours (sometimes even days and sleepless nights) assembling legoes like this in my head, I usually have a clear vision what to make of my knowledge and how to actually apply it. This basically provides me with a holistic overview of the subject matter, is what I'm trying to say.
In my college (I was in EE), I was greatly intimidated by sheer size of math - if I started tinkering with an exercise I would feel like I'm wasting time and would never get to do 1000 others. And this pumped my anxiety through the roof. So one day, I decided to go from cover to cover and just catalog every single definition and theorem, and once I was done I felt like I had a map and no longer felt lost at all! Since then, I've been trying to shoehorn this method to everything and I've never been intimidated by the size of anything since then.
Though I can't say this method doesn't backfire sometimes - cause sometimes things don't work the way you visualize and you jeopardize yourself to confirmation bias. Nevertheless there were some people who were really successful doing this e.g. a physicist Theodor Kaluza (friend of Einstein) who learned how to swim by studying a book on swimming, and Alex Honnold who climbed a vertical mountain by visualizing in detail how he'd do so over and over for years.
Again, I will admit this is actually not such a great method as I make it out to be -- since you can't eke out on visualization alone -- but it does greatly reduce anxiety and gives you a bigger picture and that's what matters to me!