Taking note longhand, be it during a lecture or reading a book or a paper. Reviewing said notes later that day, or at most the following day. Sleep over it. Re-read notes (edit: more than one time)

Writing longhand being key here, as far as I'm concerned. None of the other methods were as efficient.

Edit: as suggested already: remove noise, aka distractions and that should include phone, computer, music, whatever is actually distracting you from studying. Back at uni, I used to study at the library because my room was really too noisy and because I had all my brushes and paint tubes available and would always be tempted to paint instead of studying ;)