If there's something you don't know, but want to, you'll learn it faster if you focus on what specific kind of learning you need to do: observe, inspect or experiment.
To find what's important, observe. Go to the source and watch. Look at the data to get a sense of what's happening. Look at what actually happens with an open mind. Ask why.
Observation means collecting information to generate insightful questions.
To dig deeper and understand, inspect. Ask for explanations and stories. Listen for clues. Analyze the data.
Inspection leads to theories and hypotheses.
To confirm your belief, experiment. Try something and see how it works.
Experimentation starts with a yes or no question and ends with an answer. And the best experimenters also make new observations.