You need to know how to study specifically for the requirements of each test. Not all exams will test you for the same ways of thinking, recall, knowledge, etc. For example, while you might want to read a textbook for a history quiz, it's far more helpful to solve problems ahead of a math exam instead of looking through the book or notes.

It might be helpful to talk to your professors to see what kind of studying method and thinking style is most helpful for a given exam.