Grammar is like glue that binds different elements of language together. However, language is much more than grammar. It is also words, phrases and pronunciation, for instance.
Without these other elements, there is nothing to glue together, so it’s important to keep your learning balanced.
The best way to learn grammar is one piece at a time. The most efficient way to memorise grammar rules is finding answers to questions. For example, when you’re reading a sentence, it might raise a question like “Why is this verb conjugated like that in this context?” When you find an answer to that question, you will also remember it in the future.
Start from the basics. You have to know the simplest rules first in order to understand more complex rules and their exceptions… and exceptions to the exceptions. Still, you don’t have to know every single grammar rule there is. In the beginning, it’s better to focus on learning the most useful rules well.
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