When I was a complete beginner I did the follow along method with pausing the video. By now I’ve seen all courses I’m interested in multiple times, so I know which course contains what info. I just start a personal project I’m interested in doing, and whenever I’m stuck I watch again the videos that explain the technique needed. It took me a year to get to this stage.
Personally I find doing your own projects is the best way to learn, since you have to think out of the box and try to figure out how to do things, actually apply the techniques learned in a creative way. There is a catch though. If you try something that’s way out of your skill set it can backfire. So choosing the right subject that ensures you are learning new things and help you developing yourself, while not knocking you down on your ass because it’s too difficult for you at this moment in time, is an art in itself.