Learning is a skill, hence we must engage in "learning to learn." Fortunately, there are now many excellent resources on how to learn. Make it Stick: The Science of Successful Learning is engaging, fascinating, and very useful. I also recommend Mindhacker. As a video introduction to the psychology and practice of learning, I recommend +Stephen Chew on Learning. (Also available as slides.)
Even smart people who are good at learning are sometimes not as effective as they could be (e.g., all of their email lands in their inbox). For this I recommend Lifehacker: The Guide to Working Smarter, Faster, and Better. For students in particular, Becoming a Master Student is engaging and comprehensive and I appreciate the online complement. However, for more focused (and inexpensive) reading I highly recommend Cal Newport's How to Win at College (advice is broken into 75 short tips) and How to Become a Straight-A Student (covering study basics, quizzes and exams, and essays and papers). I also read his blog Study Hacks.
I've also documented some learning best practices for my students.