Some autodidacticism resources on LessWrong:

• A brief summary of effective study methods
• Book Review: How Learning Works
• On learning difficult things
• How my math skills improved dramatically
• Improving Enjoyment and Retention Reading Technical Literature

Very specifically, perhaps one of the most useful results in the psychology of learning and memory is the spacing effect, and by extension, spaced repetition. In that regard:

• gwern's writings on spaced repetition
• Spaced repetition software
  • Anki
  • Mnemosyne
• Knowledge structuring and representation in learning based on active recall (Pop science version)

Now the part wherein I question your premise: a study of learning is certainly useful, but as so many are apt to mention, one can be an effective learner who is studying a sample that is largely noise, and in a contest, you might be defeated by a less effective learner who is studying a better sample. For the same meta-reason that you concluded that it's useful to understand how to learn, it's useful to have learning resources that are correct and efficiently presented, and moving one level up, how to find such learning resources in the first place when they have not yet been conveniently collected:

• Scholarship: How to Do It Efficiently and this comment therein
• References & Resources for LessWrong
• The Best Textbooks on Every Subject
• Khan Academy

Going even further up, there are things that affect your actual progress, such as stress, sleep, diet, health both physical and psychological, and akrasia. Piotr Wozniak has written up a nice summary in that regard.

And lastly, there is the meta-trap itself, which you need only worry about if your interests lie outside the psychology of learning.