The right state of mind
There are six aspects to being in the right state of mind to learn. If you think about a situation where you seemed to soak up knowledge without any real effort, you will probably find that all of the aspects came into play. Imagine how nice it would be if everything you had to learn came so easily.
Here are the six aspects:
Find a personal reason to want to learn this material. This may be something that's already clear in your mind, but it may be something that you have to create. Creating a desire to learn something specific may require connecting the knowledge to your self-image; it may help to think in terms of missing skills that you would like to have; or you may need to connect the knowledge to your larger goals. However, if you don't have a good reason to learn, learning will not happen easily and may not happen at all. You can't be compelled to learn.
Having come up with your reasons for learning something, you need to translate these reasons into motivation. Asking questions like "what's in it for me?" may help. For most people, increasing the emotional content of the reason adds extra motivation. Try to visualise, hear, or feel some situation that will result from having learned the material.
Find a way to make the material relevant to you, right now. One way to do this is to ask, "what's most important about this material?" or "how can I use this material right away?".
Build anticipation about learning the material. Imagine what insights might come to you when you really understand the material. Imagine polishing off assignments or the final exam easily. Imagine being able to answer a technical question stunningly at a job interview. Whatever it takes, find a way to want to get started.
Have positive expectations: that you will find the material easy to understand, that it will be interesting, that it will be exciting, that it will be useful, that it will connect up to what you already know. Expectations are self-fulfilling prophecies - what you expect is what you get.
Have a calm mind. Learning seems to work much better if you're generally relaxed. Some things that might help:
consciously relaxing, and playing music that helps you stay relaxed;
deep breathing before you start, and frequently during your learning period;
having an organised place to work so that you're not constantly distracted by other parts of your life;
giving yourself rewards when you have completed some task effectively (don't make these time-based or else you'll become a time-server in your own life).