Go slow. You can't improve your grades overnight, and if you try too hard to do, you'll do more harm than good. Different people learn at different rates, so if you don't get something straight away, don't fret. Nobody gets everything the first time. That might sound obvious the first time you hear it, but every time you fail, you need to remind yourself that you have to fail in order to succeed. Your first and largest hurdle is learning not to be afraid of failure. Contrary to popular belief, your failures will not haunt you for the rest of your life. :)
Don't spend too much of your focus on assignments and study, either. De-focusing, in fact, is a valuable research and problem-solving technique. Take a break every thirty minutes or hour to grab a snack, talk to a friend, or play a game. Return to the task that had you stumped when your mind has had an opportunity to relax a bit. This will give you a fresh perspective on the problem and will make it far more likely that the thought process that ultimately gets you to a solution will stick with you.
Figure out your learning style. Some people learn best by writing down everything they hear. Others learn great just by listening. Still some other people need to actually build things and hold them in their hands to see how those things work. Start by figuring out if you're a visual learner (you learn best by watching others do things), an auditory learner (you learn best by listening to instructions and discussion), a lexical learner (you learn best by writing things down and taking copious notes), or a physical learner (you learn best by doing things yourself). When you've figured this out, remember to employ your learning method as much as possible throughout your education, and make your strongest effort to "study" things in the way that works best for you (regardless of whether that means listening well in class and not studying at all or writing down every gosh darn thing you hear). If you need to write down everything, I highly recommend investing in a small audio recording device you can use in your classes, unless you're a super fast writer.
Speaking of recording classes, learn to use your resources, also. Your teachers or professors are there, for the most part, to help you, so never feel bad about taking advantage of office hours or after-class help sessions. Whenever you are struggling to understand something, ask for help! Sometimes someone else explaining things differently can have a big impact on your ability to understand.
Do everything that you do with the mind that you'll have to do it again someday. When you try something new or encounter new material, don't just learn what to do. Learn how to do it. This practice doesn't require OCD studying. Just get in the habit of wondering why things happen. If you ask enough questions, answers will come back to you. They have a natural way of that.
Also, read! Pick up reading as a habit, and do it for fun. Reading regularly will make the kind of reading you have to do for effective studying much easier. You'll feel less exhausted after studying, and you'll retain much more of what you do study. Best of all, books are cheap from Amazon or local bargain book stores and make for an outstanding way to kill some time.
After reading for awhile, maybe you can get yourself to start writing, too. Even if you're just writing in journals, the purposeful employment of language implicitly forces you to think about things like syntax, word choice, and tone. Writing is a really great way to engage problem-solving and analytical skills without actually doing any overtly structured problem solving or analysis.
Play games! Sudoku, solitaire, puzzle games, "code" games, video games--anything that gets your brain juices flowing. Games that involve problem-solving and strategy can stimulate parts of your brain that you actively use during studying and test-taking. Besides solitaire and Sudoku, take a gander at Zendo, Mastermind, and chess. If you're into video games, good news--basically every mainstream video game is designed to stimulate your mind (because, incidentally, that feeling causes gamers to play the game more). If you go the video game route, just be careful not to play too much. :)
Lastly, be patient, but don't let opportunities for good discussion pass by. To learn to love learning, you have to experience a kind of learning that is super engaging for you. It comes when it comes, but if you don't put yourself out there, you'll never see it. Be involved in classroom discussions, and when a topic comes up that interests you, share your thoughts on it. Eventually, when you've learned how to make connections between things you would used to have thought unrelated, you might make a comment that starts a totally new perspective on a topic for a whole class, and that's a really cool feeling. You've probably also heard before that the most effective way to learn is by teaching others, right? Well, guess what classroom discussion is all about? Put yourself out there. Discuss!
Obviously you can't do all these things right this very minute, so I refer you at this point back to the first two words in this whole mess of verbiage: go slow. Rushing yourself is the surest way to get nowhere, so make a long term plan describing what you want to accomplish within the next twelve months and daily chip away at it. Just remember above all other things that you can't reinvent your learning style overnight. :)