hegemonicon comments on The Best Textbooks on Every Subject - Less Wrong
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Second the vote for this book, though there is quite a bit of fluff (most of the chapters on strategies for readings specific topics I found less than useful) - it really does a great job of explaining how to extract information from a book.
The key insight I took away was that a book isn't just a long string of words broken up into various sections - a book is a little machine that produces an argument, and to really understand that argument you need to figure out what the machine is doing.