Go to class, ask questions as necessary, go to the Math Help Centre/talk to prof are all solid options. Your best bet, however, is to sit down and do the assigned questions. Using the solution manual that comes with the text (if there is one) is the best way to do it. Complete the problem, and see if you got it right and, if not, figure out where you went wrong and why.
Here is the Winter 2010 webpage for Stats 1L03. Give the lecture notes a look and maybe do some independent learning before school starts. The same thing for learning the content applies as before: lectures & homework.
