While it may seem like a passive hobby, to get the most out of your books, you will have to learn how to read actively.
Ask yourself questions while you read. "Where is this going?" "Where have I heard this before?" "What do I know about this?" This gets your brain engaged and sharpens your critical thinking skills.
Note down things you don't understand. This is especially helpful for studying. If allowed, write in your books. Highlight things, circle things, write down notes in the gutters.
Being engaged in what you're reading will help you better retain the knowledge you're trying to soak up.