Here's my generic answer (applies to almost anyone learning math at any level), which I am well aware probably is not suited to everyone or all areas of math:
I find it easier to learn new math, if I know, as early as possible, what questions it will help me answer. I view math as a tool, so if I don't know why I'm learning a new tool, I have a lot more difficulty.
I also find it helpful if, before I try to learn anything new, I try to answer some of the motivating questions with the tools I already know. I find this extremely helpful, whether I succeed or not. If I succeed, then the new material isn't so new anymore, and I can anticipate what's happening. If I fail, then I have at least been able to figure out what I already know and isolate the critical difficulties. So even then I can anticipate at least some of the new math and focus on what is really new to me.
In general, try to answer any problem or question using the least sophisticated techniques you can get away with, i.e. without any of the new stuff you just learned. Bring in more sophisticated stuff only as you need to. If you succeed in solving the problem without using anything new, think about how the new stuff might have simplified your effort and make your proof a lot cleaner and more elegant.