~ Yes, always do all the exercises. It's important how you do them. No copypasting. Enter all the code examples in your text editor of choice and run them if possible. Experiment liberally and don't be afraid of errors; instead, adjust the program in response to the errors. Create a directory and save all your files; don't just keep overwriting the same exercise. This is so you can go back and review if necessary.

~ If possible, always use the PDF formatted version of the book. EPUB and other formats too often don't look good and aren't formatted as the author(s) intended, and PDFs tend to be easier to follow because the page is formatted the same as the print version.

~ I use the Pomodoro technique of working intensely on the book for 25-30 minutes and then taking a short break before continuing. This tends to help me focus and retain more of the book.

Back when I was learning Python, I used two books in sequence, "Python Crash Course" by Matthes and "Think Python" by Downey. This turned out to be fortuitous, because until I started working through them I didn't know they are two completely different approaches: PCC teaches you how to program in Python and TP teaches you computer science using Python. Working through both books consecutively gave me a much better scope and understanding of the language to build on than using one book alone and stopping there.