Both are great strategies. I find myself following along the first time, but I try to integrate what I learned into a project of my own as well.
I’d say it’s almost like everything is similar to learning how to use hotkeys.
You find out “Hey this key-combo is really useful…” but you’ll forget it unless you use it practically!
So put yourself in situations to use what you just learned, and it’ll stick in your head. 🙂
…and if it doesn’t stick the first time, that’s okay too. 🙂