I think it would definitely be an advantage to study the Korean language in a classroom setting or with a qualified korean language teacher. If you have resources, you should definitely go to Korea. I believe that is one of the best ways of learning a new language. In addition to that, you also get to experience and immerse in their culture. Another useful tip is, of course, taking note of words or phrases that you just learned in a small notebook. You can use and practice these words and phrases with a study buddy. This study partner could be a native Korean speaker who is studying your native language. Based on my experience, watching Korean dramas and movies and listening to Korean music can be useful in language study. I was able to pick up a few words and phrases in that manner. This is probably obvious already but I think many people forget this - using the language. Do not be afraid to write and speak in your chosen language. That is the only way to be an expert.

You are probably with a keen interest in languages. Learning a new language can be advantageous, especially if you’re a businessman or a traveler. You can speak easily with the locals and impress them of your knowledge regarding their culture.
Say, you want to learn the Korean language, you’re probably wondering what would be the most efficient way to learn Korean. You are likely to have browsed some books and websites and learned of certain theories or ideas from other people. You might also have picked up a few tips on how to memorize the Korean alphabet.
Here are some tips that may help you out in learning Korean:
1. Taking formal language lessons. There is no harm in learning the language on your own. But sometimes studying with others and with a qualified instructor has its advantages. A teacher can tell you of any inaccuracies in your sentence structure or correct mispronounced words. Formal language lessons often include discussions on Korea’s history and culture, as these are also relevant in language learning.
2. Taking a trip to Korea. If you have the money and opportunity, why not visit Korea? This trip could be an extended vacation or an educational visit. Some universities in Korea offer scholarships and have exchange programs that you can avail. Drop by a university near you and check if they are affiliated with any Korean university. Living in Korea can help you learn the language especially since you’ll be speaking with Koreans.
3. Learning new words. Try to learn a new word or set expressions each day. You can set a daily goal for yourself - be it a word or phrases. You may also study the origins of certain Korean words. Some of them originated from Chinese words and were adopted into the Korean language when the alphabet that the Koreans use now was created. Try browsing Korean websites and study the words commonly used in website navigation. Check the advertisement (such as web banners), magazines, newspapers, and other written materials that you can get your hands on. You may also try making flashcards so you can recall the words easily and study them even you’re not at home. You can also keep a small notebook and write down any expressions that you learned.
4. Finding a study partner. If you’re in a college, you can easily find a language partner by approaching native speakers of the Korean language who are studying your native language. If you’re studying on your own, you can browse some social networking websites or forums. You can correspond with your study partner via email, instant messaging, or online phone calls.
5. Immersing in the Korean pop culture. Korean movies, dramas, music have found their way into several places all over the world. You can learn words and phrases by listening to songs. By watching dramas or movies, you can pick up certain nuances with the Korean language and see how people interact with others depending on their age, relationship, and social status.
6. Using the language. This is perhaps the most obvious tip but most language learners are afraid to use their target language. Sometimes they’re afraid to make an error. The only way you can learn the language is to use it whenever you can.
7. Trying and trying. There are certain frustrations associated with learning a new language - forgetting the words you’ve studied, mispronouncing words, etc. But you should never stop. Remember when you were still learning your native language. You also encountered similar difficulties. Don’t give up.