The very best way to learn new information is using a technique called 'Distributed Practice', also known as Spaced Repetition. Rather than trying to learn all you can in one big session it is far more effective to segment your learning into smaller sessions or chunks.
This is not necessarily how our school systems are designed, but all research supports this as being the far most effective way to learn. This outstrips the more popular methods of learning like cramming, highlighting, re-reading, or summarising.
So, the next time you have a lot of new information to learn, consider switching things up and studying more frequently over a larger period of time rather than intense study the night before. You will learn the material better and retain it far longer if you do!