That's a very broad question... I'm sure answering that one fully would require at least 3 whole books. In lieu of that, let me indulge in some shameful self-reposting and give you something I wrote some time ago on Learning How To Learn.
http://www.guitarforum.co.za/guitar-lessons/wirt's-saga-the-escape-from-sucktitude/msg210867/#msg210867
If you are struggling with a particular technique, I'm sure some of the more experienced dudes and dudettes on the forum will have some advice for ya.
Expound on the problem, man! ?