Study for sure, but also frequent exposure with context! Never underestimate repeated exposure, that'll make the words come more quickly to mind and you'll understand the context and connotations better than just memorizing them, since most words won't be 1:1 with English. Look for comprehensible input learning channels on YouTube or kids shows.
It's alright, everyone does. That's to be expected. It's important to give yourself room for mistakes and not to have too high of expectations for yourself, because getting mad at yourself will only hinder your progress. You're going to sound kinda dumb when you start out, but hey, you're trying to learn how to make brand new sounds, quickly, in a specific order! That's not an easy thing to do. Be proud of yourself for learning a new language at all.
One thing that’s really helped me with memorization is spacing out practice instead of trying to cram everything at once. Breaking material into smaller chunks and reviewing it over several days makes it stick much better. I also find that explaining what I just learned out loud or teaching it to someone else forces my brain to organize the information in a clearer way. Pairing those with quick handwritten notes and short, regular reviews works better for me than just reading over things many times.
Depends what you're actually trying to memorize like vocab, hangul, grammar patterns, lyrics? they all kind of need different things. Passive review (just reading over your notes) doesn't really stick for most people imo.
Active recall is where it actually happens, testing yourself instead of just re-reading. Anki is what I use for vocab and it took me embarrassingly long to start using it properly instead of treating it like a checklist
but yeah what specifically are you trying to get down?