The way you learn is best is based on how best you learn.
All of us are different. I have students in my college classes that I can mention something one time and they have, they just run with the information and build some great stuff. I have others that take more time to read about it, see it in action, work with it, experiment with it and then it sinks in. They have got it, it just took a little longer.
Do what works best for you, if you need help let me know. I may be able to get a little more specific if you give me some specifics as to waht you are trying to learn.
One thing I do want to point out to you, remember jQuery is just a JavaScript Library TooKit. John Resig wrote the elements in jQuery to make their deployment across the web simpler. It is just a group of tools that are commonly used on the web, being constantly improved and updated and written in JavaScript.
Why do I mention this, if you really want to learn how jQuery tools work, learn JavaScript.
The only thing I would say is try and make certain that however you learn you learn correctly. There is a lot of stuff out there that is outdated an inaccurate. With all the changes that are taking place in HTML, CSS, PHP, SEO and the specifications in general, doing it correctly is becoming much more important.
