While I completely agree with everyone who has said practice and critique are important, I would add that you need to know what the state of the field is. For example, if you're learning about drawing, practice drawing, but read everything you can about how others draw. What materials do they use? How do they generate good contrast? What is the history of the type of pencil you're using? (I'm just pulling these specific questions out of my ass, because I don't know much about drawing; probably an educated person would have better questions.) I think all these small details make a difference in understanding why people do the things they do. My craft is science, and I'll tell you I spend more time reading than doing. And I think it makes me way better at doing what I do. Whatever it is you choose to do, many others have done it before you. You should learn form their experience, as well as yours. TL;DR: Read obsessively.