The main four things you need to do to study philosophy effectively are take notes, write essays, discuss the material with other people, and perhaps take a class.
First, take notes on what you are reading if you want to remember it for any period of time. If you don’t take notes then you simply won’t understand or retain much of the material. That’s fine if your goal is just to read casually or have fun, but if you want to be able to debate philosophy intelligently then you need to be taking notes on anything important that you read.
Second, write essays on the stuff you are reading. If you like, you can start a blog on WordPress like this and post about what you are reading there. Writing a coherent essay will help you organize and remember the material you are reading.
Third, discuss the material with other people, e.g., online or in a philosophy club. This is not a substitute for reading the material yourself. As a general rule, you will learn very little about philosophy by discussing it with other people, because they won’t be able to go through it with you in as much detail as a book or paper. Discussing philosophy with other people is useful for chewing the material, but if you want to learn new things then generally speaking you have to put the work in on your own time.
Fourth, if you are willing to spend the time and money, take a class. A philosophy class is useful because it imposes discipline on your study – it forces you to go through the material systematically, at a consistent rate, under the supervision of an expert. A lot of philosophy professors will let you sit in on their classes for free, so you could look into that if there is a university near you.