Yes.....read, read, read and read some more. I don't mean this to be rude, but the best (long term) advice a hacker could give you is RTFM. It's a bit crude but gets to the point.
If you're not inquisitive you can't be a hacker. Don't forget, Google is you friend!!

Also you have to try and
experiment as much as possible; try playing around with cookies, forms and with the URL and inject things into them and see what happens, and read the source for every page including error pages. Try using different web browsers - in particular Firefox has many extensions which can help you get through challenges. Be
resourceful.
BTW, I've spent days and sometimes weeks on some challenges, so don't feel bad. You have to be
persistent.