I always like to start off my study sessions with a bit of music. Especially if I know I need to focus up later, starting off in a light, comfortable mood helps to take the pressure off a bit.
After the tunes have permeated the space, I begin laying out my goals for the session. Will I learn a new topic? Finish a homework assignment? Start a project? Each task out of the mind and on to a to-do list helps to get some of the clutter out the way.
Next comes the ranking of tasks, from difficult to easy. I usually start with the harder tasks first and try to break them down into easier tasks. Maybe instead of solving a nasty differential equation, I'll start by understanding known solutions and re-work them. Like lifting weights, a few warm-up reps can do wonders for overall development and can let you know which aspects of the process require more attention to progress.
Lastly, and most importantly, I take breaks when I feel like I’m tired of fighting against a wall. I’ll take a walk or eat some food, anything to get my mind in a calmer place. Then, I’ll come back in a lighter mood and restart the process.