Problem #1: Focusing too much on memorisation vs. learning how to think
According to the GMAT instructor, there are actually not that many facts to memorise for the exam. Rather, it is more important to be able to reason through a problem you have never tried to solve before.
What you want to be able to do is review the problems in depth until you can start to see patterns across the exam so that you can think about a new problem and connect it to your prior experience in a relevant way.
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Problem #2: How people go about reviewing their work
Often, people studying for the GMAT will read the explanations for a certain problem if they have tackled it incorrectly. Then, they will memorise the explanation and might even go back and redo the problem but they are basically just following the steps they just read.
Instead, you should learn how to reason through the problem, pick it apart, and make sure you understand every aspect of the explanation.
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Problem #3: Focusing on quantity over quality
The instructor suggests that it is better to take 10 problems and master them to the point that you could teach them to somebody else instead of doing hundreds of problems and burning through all of them. Every time you start solving a new problem, do not move on from it until you get to the point where you can easily explain it to somebody else. You need to be able to find a similar problem and say why they are similar, as well as how they differ.
In addition, make sure that you think of different ways to solve a particular problem and why a particular strategy might be optimal in your case.
Of course, all of this takes some patience and practice. In time, you will learn to slow yourself down and avoid doing more practice tests before actually grasping the logic behind the ones you have already done.