Students know instinctively that they can't study for every type of test in the same way. When you study for a math test, for example, you need to get physical: use lots of pencil and eraser and practice, practice, practice!
On the other hand, you should study for an exam on literature by using a lot of mental effort. You have to read your assigned pieces and then think, think, think. (It helps to write down what you conjure up with your thinking so you remember it at test time.)
The important message here is that you must use a specific strategy as you prepare for each individual test type. These resources may help you come up with a strategy that works well for you.