The sequences indeed do not have much on study and learning (EY is autodidact). At least http://lesswrong.com/lw/3nn/scientific_selfhelp_the_state_of_our_knowledge/ has the following section

Study methods

Organize for clarity the information you want to learn, for example in an outline (Einstein & McDaniel 2004; Tigner 1999; McDaniel et al. 1996). Cramming doesn't work (Wong 2006). Set up a schedule for studying (Allgood et al. 2000). Test yourself on the material (Karpicke & Roediger 2003; Roediger & Karpicke 2006a; Roediger & Karpicke 2006b; Agarwal et al. 2008; Butler & Roediger 2008), and do so repeatedly, with 24 hours or more between study sessions (Rohrer & Taylor 2006; Seabrook et al 2005; Cepeda et al. 2006; Rohrer et al. 2005; Karpicke & Roediger 2007). Basically: use Anki.

To retain studied information more effectively, try acrostics (Hermann et al. 2002), the link method (Iaccino 1996; Worthen 1997); and the method of loci (Massen & Vaterrodt-Plunnecke 2006; Moe & De Beni 2004; Moe & De Beni 2005).

And then I found the following posts outside teh sequences which are at least somewhat relevant:

• http://lesswrong.com/lw/blr/attention_control_is_critical_for/

• http://lesswrong.com/lw/k0g/observational_learning_and_the_importance_of_high/

• http://lesswrong.com/lw/jj2/book_review_how_learning_works/

• http://lesswrong.com/lw/58m/build_small_skills_in_the_right_order/

• http://lesswrong.com/lw/e8w/what_are_useful_skills_to_learn_at_university/

As study and learning is underrepresented in the Sequences, maybe a sequence for that could be started. Alas I don't know the (social) protocol for doing so.