Focus on gaining a conceptual understanding and try to relate what you're learning to information you've learned in the past. Never memorize unless absolutely necessary. I think it helps to approach your classes realizing that it's your responsibility to learn the material and the textbook, lectures, and professor are just tools to help you gain that understanding. Look up outside material that presents the information differently. Do extra practice problems. Ask for help when you need it (from TAs, the professor, peers who are doing well in the course, tutors, upperclassmen, etc), and don't be afraid of looking stupid. Keep studying and seeking out more resources until what you're learning makes sense to you and you have a firm grasp of the big picture concepts. I like to use multiple passes where at first I focus on learning the big picture and then later I go back and fill in the details.