I make sure to have a few questions in mind I want to get answered, preferably from real-life situations. I find knowledge sticks much better if I am actively looking for answers, rather than attempting to dump the contents into my brain...
If I'm actually trying to resolve a problem with the help of reference literature, I skim over the contents and introductory chapters, attempting to zero in on the relevant chapters.
Personally, I'm not much for hands-on testing out example code, but tastes differ. One somewhat useful categorization of learning styles is the visual-auditory-kinestethic dimensions: since I'm mostly visual I'm comfortable with abstractions and diagrams; if you are auditory you would get more mileage from talking to someone; whereas the kinestethic approach always starts with the examples. (Note: few people are purely one or the other, but we tend to prefer one of the learning styles.)