Studies repeatedly show that we understand and retain a certain amount of new information when we hear it, more when we see it, and even more when we put into practice (actually do) the thing we just learned.
But by far the fastest, most reliable, long-term method for internalizing new information is to teach someone else. This is because the prerequisite for teaching others is to deconstruct and comprehend concepts well enough to repeat them in our own words.
Want to make sure you really understand something? Teach someone else.