Always begin by praying for the Lord's guidance throughout your Bible study time and that you will be receptive to the Holy Spirit’s leading.
Have a journal or notepad with you to write down people, places, and things you do not understand. Also, write down words you do not know the meaning of. It has been shown that you increase your retention by 300% if you take notes.
Mark / highlight Bible verses that really speak to you.
Read each passage before you begin your study time. If you can, read the passage in a different translation.