Depends on which skill it is but in general these are a couple of tips that will help you learn any new skill faster than you ever would, by traditional methods of learning.
- Use multiple sources (books, videos, podcasts, tutorials, etc.)
- Write notes by hand, not virtually by typing -> I've noticed that whenever I write information down by hand, it sticks with me much better than if I typed it in the laptop or any other device.
- Take regular breaks -> never overwork your brain, it will lead to stress, discouragement and the inability to remember information
- Learn by doing -> Instead of continuously trying to teach yourself something, try to explain it to your brother or sister. You will learn much more this way, and you will be able to recall information much easier.
- Test yourself
- Be curious -> Always try to find new methods to help you improve your skills
- Learn with a friend -> Find someone that is already good at whatever you are trying to learn and get him to mentor you.
There are surely, many more techniques you could apply to boost your way into learning a new skill but these are the only ones I'm currently aware of. Hope they help :)