Actually, in the US, in modern times, it really is your job to help them develop study skills. Many students arrive at college with hardly any skills at all, having coasted through their previous education, often with few learning burdens put on them. Many don't know how to take notes, or summarize them, or separate the important points from the rest.
More important, in math, they may not have an attitude that it may take more than the minimum to get by and that memorization isn't going to carry them very far.
I've discussed the teaching of learning skills here in other answers, so won't repeat it (search: Hipster PDA, for example).
But there are two things that might work. The first is to require more practice and make sure that students have some way to get feedback on that practice. A text book usually has more exercises than you want to require, but you can suggest that more (even all) be done. You can even hand out supplementary problems that are graded or not.
The second thing is to have a daily quiz, taking up the first 5 minutes of your class. Ask questions based on the previous few lectures (2 or 3, say). The quizzes don't need to count much toward the grade, but should count for something. Students can swap papers and grade each other for a short quiz, so your load doesn't need to increase. But an additional advantage of this, other than the goad, is that you get feedback every day on how they are doing.
I can't say that the students will love you for this, of course. They will likely grumble. But you will learn who most needs your help and it won't be much of a burden on those who don't need additional work to succeed.
I once became something of an expert on rational functions and could look at a definition and pretty much know what the shape of the graph would be. I learned this by graphing hundreds of them, by hand (1960s) using derivative information.
Two specific links you might want to examine for Hipster PDA are one here and one at CSEducators