Practicing Quickly
We know what we want to do. We have a basic idea of what it is and how to go about it. So we try the exercise a couple of times slowly and then plow ahead and see how quickly we can pick it up. It's not perfect but it's close. The speed is almost there but there are a couple of problem areas. So we keep plowing ahead and forcing it to work. This is in fact contrary to what we want to do. Every time we practice something, it gets reinforced in our brain. Practicing something at a fast tempo, incorrectly, over and over again just reinforces the bad technique. That's why it's important to practice slowly. When you practice slowly and deliberately, you are reinforcing good technique (i.e. the neural pathways in your mind). The tempo doesn't matter; it just matters that you are doing it correctly. Practice slowly and get faster gradually. Ironically, if you practice this way, you'll get better sooner.
Practicing Mistakes
The biggest problem by far that people do on a constant basis is to practice their mistakes. Once you've practiced something a couple of times, it becomes a pattern in your brain. If you keep practicing it the same way, that new 'wrong' habit is going to be reinforced again and again. There are many things that can happen when we learn something new. Sometimes we go with what 'feels' right or comfortable. It's important that when you practice, like working out, that your form is correct. Practicing bad form can produce all sorts of bad side effects; from slow development to even injury. Just going with the flow isn't always the best idea. Sometimes our bodies do the wrong things and we have to take the time and make sure we're doing it correctly. This goes hand in hand with practicing slowly. But it also goes with being focused and making sure that you're thinking about what you're doing. It's all too easy to get comfortable with what you're doing and not think about it. It's easy to get into some bad habits and bad technique simply by not paying attention to what you're doing.
Being Inconsistent
We need to practice a new skill many times before in becomes ingrained in our minds and our muscle memory. It's been said that you need to practice something for 10,000 hours before it becomes part of your muscle memory. Whether or not the number is correct, we all know that a new skill must be repeated numerous times before it becomes second nature. Yet when we practice, we aren't as consistent and we know we should be. There is a general method of review that ensures that when you learn something, it is remembered. The biggest part of remembering something is doing it over and over. The same goes with learning a new skill, it must be done consistently over and over. It's important to do a review every time you sit down to practice. What did you work on yesterday? Do a review. Whenever it comes to a new skill, this is going to have to be done consistently for an extended period of time before it becomes second nature.
Not Setting Goals
This is something else we've talked a lot about here. It's pretty hard to be consistent when you don't have an idea of what you're trying to accomplish. It's important to think about these things first. Even if you are consistent, are you being consistent with your goals? If not you're going to have to change either your methods or your goals. Once you establish what it is you want to accomplish it's easier to be consistent. It's easier to stay the course and gauge any progress.
Not Having Any Patience
When learning a new skill, it's important that you are patient with yourself. If you take the time, following these guidelines will be a lot easier. If you learn the proper technique and practice slowly, your progress will be greater. This does take some initial patience because our natural inclination is to push it as soon as we can. It's always, 'if I can do it this fast, I could do it a lot faster'. Or, 'I can almost do it this fast'. Have patience with yourself and practice at a good tempo for an extended period. Also, the more you want accomplish, the more patience you're going to have. Music takes a long time to learn and master. There are many things to take in and work on. If you have the patience to see it through, people will be amazed with your talent whereas you'll know how much time and effort you had to put in to make it seem that way.
Little By Little
Are you starting to see a trend here? All of these things seem to go hand in hand. Practicing slowly and deliberately, while staying consistent with your goals. These are pretty much a standard in all music schools yet it's something that's easy to forget or overlook. It takes a bit more effort to make sure that you're doing these things every time you pick up your instrument. It takes discipline on a daily basis. The next time you pick up your instrument, before you play a single note, think about these things. It'll make your time with your instrument that much more productive.