Hey there,
it is advised to learn magic from books. But nobody tells us how to work through a book.
That's because it's an individual thing and there is no universal, best way to do it. My preferred way of absorbing written information may be a little bit different from your way. Some books are already constructed in a way you can easily learn from. The author of CC for example made huge efforts to structure his course in a didactically useful manner, and even this may not be the best way for everyone.
I do it more or less excactly the way Craig described. I first read through the entire book to get an overview and to not get into detail too soon.
I don't rush anything. I need time to absorb information, to think about what I've read. Later on I normally use postits to make notes. I hate ruining my books by writing on the pages.
The process is more or less the same as my creative process (I do sculpting and composing as a hobby, and effect/trick design/practice is a similar process to me). I start with the whole, rough form/idea and then I add more and more layers of detail/iterations to form the final sculpt/composition/trick, always keeping (or let`s rather say I'm trying) the basics of the artform/craft in mind.
The mistake many beginners do in any craft and artform is that they often loose the final picture (I unfortunately do regulary!) by getting into details too soon.
Last but not least I want to stress an often overlooked factor, motivation.
Many (most?!?) people don`t read everything in specialized books. You must motivate yourself to really work through all these pages and that`s an effort most people (at least the ones I know) are not willing to take.