Attend Class:
It's a good place to ask questions, and the instructor may actually say something sensible. The best approach is to try the homework and come in armed with your questions.
Do the Homework:
Give each problem a fair try, but don't burn yourself out on any one problem. If you can't get it in a half-hour or so, bring it into class for help. It's also a good idea to work on homework problems as part of a group (as long as you are a participating member). Theres really only one test of whether you understand the material: can you do the homework problems?
Ask Questions:
If you dont understand what the instructor is saying, stop him/her and get a clarification. If you dont get it now, everything that follows will not make sense either. Dont be afraid to stop the instructor. After all, how else can he/she know if the message is getting across? If you dont have a specific question, substitute a statement (e.g. "I dont have a clue about what you just said" is a good way to stop a flow of unintelligible gibberish). Remember: if you dont get it now, it will be tougher to get it later.
Get help:
Instructors, tutors, upper classmen, classmates: theyre all anxious to show you how smart they are. Put them to the test by asking them to help.