I think that the main problem with lectures is that each feels very simple during the intro and very complicated towards the end. Generally there's some steps that you just missed. It's hard to pause the lecture and go back. Each additional minute of being lost then feels like a waste of time. The audience is generally at different wavelengths (some are advanced in some ways, some advanced in others). I think that lectures are the worse medium, I personally prefer books.
With book, you need to make a difference whether you picked up the book because you have a concrete question or if you want to read it and memorize it.
The way I read is that I read a book in 5 passes (each time with different speed and for different purpose).
Pass 1 (10 minutes): Develop a lattice on which to put information. What is the book really about? Try to memorize the Table of Content, read the index (there should be some words you are curious about, you've been seeing them a lot but if prompted you'd draw blank. If there are no such words, why are you reading this book?). After this pass, your comprehension might be like 5%.
Pass 2 (2 hours): Casually skim the book. You won't remember much but you'll start seeing some connections. After this reading you should be able to tell what are the things the book say that you already know, and what things are new to you. Expected comprehension 15%. You should be familiar with the vocabulary of the book, but you might not know the exact meanings.
Pass 3: (n hours): The longest part. You might realize that some chapters are actually not as great as you thought and vice versa. You should understand like 60% after this.
Pass 4: (m hours where m < n): Solidify what you missed. You should be able to follow and reproduce authors reasoning. Maybe 80% understanding.
Pass 5: Again, go through and pick up what you missed.
Reading this way, is way more engaging than reading things linearly. The structure of the book will imprint on your brain. You will skip around a lot (that's a good things). The worst part about learning is that you don't know what to do when you are stuck. Sometimes, doing your best and coming back later (maybe once you've read the other chapters) is surprisingly productive. Hard things become trivial. Maybe you can even do more than one solution to each problem.