Honestly, it depends on the language. If it's a language I am familiar with, I tend to read just enough to get an idea of what's going on, copy the code example, run it to make sure it works, then start branching out and trying different things with it.
If it's an unfamiliar language, I read the book the "right way." IE: Slog through, word by word, dissect any accompanying code example, look up unfamiliar terms, etc. Then I'll start playing with the sample code until I feel I have a handle on what it's doing.
It can also be a matter of needing to find information quickly. If that's the case, I tend to go with option 1 above (copy code example, pray that it works, fiddle with it a bit to make it cooperate, and then move on). In a hurried situation, complete understanding isn't always required, and sometimes a physical book is faster for me than trying to track down a good example on the internet.