[itronitron]

Find good examples, re-implement examples, combine multiple examples and tweak until things break then look for explanations and trace through source code to figure out what is actually going on. Copy working tweaked example onto paper with pen or pencil.

Repeat as necessary.

Similar process for new algorithms but typically less thrashing around.

When doing this for work I usually try to track down an accessible expert earlier in the process and ask them to explain it to me as if I am a complete novice.