Dear Academia Stack Exchange. I'm a slow thinker, so I always have trouble with taking information actively as other are speaking. Sometimes I feels like I have trouble with studying but it's not like that. When I study from textbook, I can understand all the points of the author, I was able to comes up with my own question and answer them myself too. Although this is a little bit consuming but it is still better than when I couldn't learn anything from other lecturer. Why is this happening to me? Is this normal? Is this just a matter of preference in learning style? Or is it that I am doing something wrong in the way I'm taking in lectures? Please give me some advice. p/s:And no, although in the original I did ask for some comparison of two ways of studying, this question main point is not about such issue.
People learn differently and you may be an extreme (but not unusual) case. Lectures don't work for many people and, in fact, lectures are overused (IMO) in many fields.
But, you can't really learn by reading either. Learning requires that you practice and otherwise reinforce whatever it is that you hear/read/see.
One of the reasons that face to face courses are superior to self study is that an instructor is supposed to be your guide as to how to get that practice. That doesn't come automatically with self study. However, if you know that principle (Learning requires changing the brain) then you have the basis of requiring that practice and reinforcement of yourself.
But it is even better if you can find an experienced guide, even if not a "lecturer". Such a person can know what you have done and give advice on good ways to proceed next.
A further comment on lectures may help, in case you must rely on them. Take lots of notes. Do it on paper, not typing into a computer/tablet. The actual handwriting will engage your brain in a different way. I recommend using index cards as you can capture thoughts (rather than trying to "capture every word") and, more important, can organize them later, supplement them, and discard irrelevant notes.