Courses form the main part of your studies, and it is therefore vital to have a clear approach for studying course material.
Intended for: BSc, MSc
a. Actively process your study material (write along): This is subjective advise, but according to me the most important one.
BAD: You read the all assigned reading material, from front to back. After you are done, you cannot remember anymore what the first chapters were about. Your mind has probably wandered off on quite some pages anyway. There are two problems in this setting: 1) you did not force your brain to actively process the material, and 2) you essentially have to read the whole book again to review the material.
GOOD: The solution to both problems is very simple: write along while you are reading/listening. You do not have to make a complete summary, but just continuously take small notes for yourself of important points. The first benefit is that your brain has to actively process the information (otherwise you can't summarize it). The second benefit is that you can quickly scan through your notes when you are done, solidify what you learned, and usually suddenly see the high-level picture. A third benefit is that you actually see what you achieved, which knowledge your processed. The writing approach takes surprisingly little extra time (people overestimate this), but gains you a lot.
b. Continuously ask yourself: Why? This is the main question you should continuously ask yourself (and your teacher).
BAD: You get an assignment for a course. You directly dive into the code, where you follow the pseudocode. However, you never reflect on what the algorithm is actually trying to achieve, how things could be done differently, and why the current choices are made.
GOOD: You get an assignment, for which you implement the code. However, you also reflect on why we are actually doing this. What are the strengths and weaknesses of certain design choices? Does the algorithm need prior knowledge, or does it work for any task? What would happen if you would increase the dimensionality of the task, would it still be feasible? etc.
c. Build your high-level picture. Related to the previous topic, but always pay attention to the high-level picture: the connections between methods in the course, and the relation to other courses.
BAD: You get four assignments for a course, which you all solve independently like it is a hurdling game. You get reasonable grades, but never reflect on why they were all part of this course.
GOOD: You implement all assignments, but also try to compare them (this does not need to take long). How does this new assignment differ from the previous one? A different setting? A different method? A different problem size? etc.
Importantly, you also put the whole course in a broader perspective. Is this course about artificial intelligence? How does it differ from your other AI course in the previous semester? etc.
Try to integrate everything you learn in a big knowledge tree in your mind. This absolutely crucial mindset is so easy to incorporate but will make your study life so much easier. Once you start to acquire overview, it will be much easier to solve new problems. (You can categorize them correctly in their type of challenge, and easily jump to the right possible solutions. Otherwise, you will continuously wander through a maze, trying to find a solution to a problem you can't properly connect to related problems)
d. Focus on learning progress (and your grades will follow). Easier said then done, since grades are so important in a competitive society. But it takes away much of your possible pleasure in studying. Interestingly, when you focus on your learning progress, your grades usually follow.
BAD: You are obsessed with your final grade. You want to know every paragraph you need to read for the exam, exactly what kind of answer the teacher would like on a certain assignment question, etc. Each practical session you have a list of 20 of such questions ready to discuss. Meanwhile, you completely miss the time to reflect on the bigger picture of the course, what you find interesting about it (or not), and you are unable to come up with a creative extension of the assignment.
GOOD: You primarily focus on your understanding. What do I not understand yet, in which things could I become better, what do I like? You see your studies as a unique opportunity: never in your life will you get this much time again to learn something new. You focus on your learning progress, your overall understanding, and your own interests. This costs you a quarter of a point on the exam (due to a stupid detail question), but you totally compensate this on the assignments with your own inventive extension and motivation. You score a good grade for the course, but also have some nice ideas for a future thesis, and you meanwhile learned how to optimize your deep learning code on a GPU (which was not part of the course at all, but it just came along and you found it useful, so you quickly read up).
e. Start early. A million people probably already told you this, so I won't go into much detail, but:
BAD: You have 4 weeks for an assignment. You do not show up for the first three lectures and practicals. On the last practical session, two days before the deadline, you show up, have no clue what to do, and gradually start coming with a ton of questions. The teacher stays another half hour late to help you along, but even then you have only understood ~25% of the whole assignment. You hand in a half report for which you score a non-passing grade.
GOOD: You have a busy study life, in which social aspects are obviously important as well. Nevertheless, you at least come to every lecture and practical, and start working on the assignment from the first week. You quickly try to estimate how much time the assignment will take (how easily do you understand the material, and how long is the assignment). You use the opportunities to ask the teachers questions throughout the weeks, gradually progressing on the assignment. In the end, you don't have to work an entire weekend to make the deadline, and you score a good grade.