Gordon_Worley comments on Two More Things to Unlearn from School - Less Wrong
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The best thing about grad school is when you finish taking courses. To make it through the math courses you have to play the game, writing down proofs you know aren't right but that will get you some credit. Once you're done with that, then you can actually step back and learn something. Study only one or two things at a time, set a reasonable pace that will allow you time to think (and will be paced relative to your own speed of thought), and actually gain some understanding. Of course, some students use this as an excuse to be lazy, but a good advisor will know the difference.