Perhaps a little unlike some other classes, math demands understanding far more than memorization, and students should aim to actively engage with the material in order to learn it. This might often mean repeating a lesson or chapter in a textbook, but is crucial for building a student's math comprehension and ability.
It is also useful to read course material before a lesson, so that any initial questions can be answered. After the lesson, even if it has been understood, the material should be reviewed. This is one of the best ways to embed it in the long term memory.
Exercises underpin math learning, so it is important to practice them. Textbooks are usually crammed with exercises, and teachers often assign them. If selecting exercises for oneself, they should be chosen for how much interest they hold. After completing an exercise, it is important to check one's findings, as this can be another learning opportunity.
As with any subject, math requires a time investment for mastery. Regardless of how enjoyable one finds it, sometimes putting in the hours of practice is simply the way forward.
During study time, it is vital to focus only on the math and not to give into the temptation of procrastination or multitasking. Again, this is the case for most subjects but math in particular can require intense concentration.