how do you learn?

How do you learn how to do something? Do you prefer to have someone talk to you about a subject and then you remember what they said, or do you rather try things out yourself until you get it?
I personally am one of the lather people. I built a website and learned by trying to get it to work. If I cannot do it i usually look on internet, find some tutorials and use them. I find this to be the most efficient way for me to learn as I remember what I do.