I hang around in a couple Cicerone study groups online as I'm toying around with the idea of going for the next level certification, Advanced Cicerone, but also to help others out with their studying. In one of those groups, someone said they were just getting started studying for the Certified Cicerone test and wanted to know the best way to study a style. Everyone has their own approach, and your mileage may vary of course, but here's my method - I'm calling "full beer immersion".
Wall of IPAs
Learn the technical details...
This is where the BJCP really shines. Pop over to their website and look up the style you're studying (such as British Brown Ale). There you'll find what the beer should look, smell, and taste like, along with the technical details such as IBU and ABV ranges. This is arguably the definitive source for style information, but it's not perfect - some excellent examples of the style don't fit 100% within the parameters, and sometimes styles are introduced without the author actually tasting a real example. Just remember that styles are guidelines and you shouldn't worry about the exact tech specs (unless you're studying for a test!).
... but don't get too hung up on them.
The style guidelines I linked above are dated 2015. Before that, we had the 2008 style guidelines. Before that, the 2004 guidelines, and so on. New guidelines are published every few years because styles are constant falling in and out of popularity. The most current guidelines (2015) don't list Hazy/New England IPAs. That's because when they were written, they were still very uncommon. Unlike today, where it seems like every other beer in the store's cooler is a hazy IPA. In the previous guidelines, no one had ever even brewed a hazy IPA (or at least didn't market one as such).
And many styles change over time. In 2008, Extra Special Bitter was a thing, yet in 2015, it became simply Strong Bitter. I suspect that was to distance it from Fuller's ESB and have every homebrew and commercial version of this style be judged against that one beer. Style parameters change over time as tastes change. I wholly expect the bracingly bitter West Coast IPAs to lose some IBUs in the coming years as Hazies continue to take over the world.
Learn the history
Why do some Bitters have fewer IBUs than some Milds? Why are some Porters bigger than some Stouts? These are things you won't learn from the style guidelines, but they're key information if you want to really understand a style. So study up on their history. Get a short essay from The Oxford Companion to Beer or simply poke around the web, looking for blogs, forum posts, websites, and videos that cover the history. You're looking for context on these styles rather than trying to memorize dates and political figures.
Drink!
Let's not forget this step. Back up in the BJCP style guidelines, at the bottom of each style is a list of commercial examples. Seek out as many of those as you can. Invite some (fully vaccinated) friends over and sample as many as you can. Do so mindfully - take notes, have the style guideline printout in front of you, maybe even fill out a tasting sheet. I can say from personal experience that some styles that seem narrowly defined and all examples taste the same (such as Kolsch) vary wildly when lined up and tasted side-by-side. Oh, and if you can find a recipe (actual or clone) for each beer, this is the perfect time to check that out. You don't even need to know how to brew, but this will help you become familiar with ingredients and their impacts on flavor.
Become a virtual tourist:
The best place to drink a given beer is at its brewery, or at least on its home turf. Of course, this is a challenge for most of us - we can't just jet off to Germany for a weizen or Dublin for a stout and then pop back home. Modern technology allows us to do the next best thing. If I really want to dig into a beer or style, I visit the brewery in Google Maps / StreetView, I visit their website, and I'll listen to a local radio station (through something like Radio.Garden). I look at photos from visitors to the brewery and I'll even virtually walk the streets, looking at nearby restaurants, bars, and hotels. It might seem silly, but this extra layer of context can help tie everything together.
I encourage you to pick a style and try some of these tips. Cheers!