A Chinese PhD student in Tsinghua, and English is my second language, and Japanese is my third language. (I don't know which one is better now ...)
I learned Japanese by myself in China (long) before I stayed in Ishikawa, Japan for almost a year. As I didn't take any classes, there are a lot grammar concepts I cannot explain in detail.
My method of learning a foreign language is through using it (including English, though we have English classes in school). Also, I would check the grammar books and dictionaries, but what I want to see most is examples. In China I'm only able to read and listen to Japanese, while I can only speak to myself. I got my chance to speak Japanese when I was in Japan. I'm also keeping a Japanese diary now (I won't make it public).
IMO, to learn a language you are trying to know how the language is used by natives. Grammar books and dictionaries are very important, but they get out of date easily, as language itself is evolving. Also, they don't cover every aspects of the language.
In language study, most times there is not a reason why a usage is correct. It is correct just because the natives use it in that way. Rules can be summarized into grammar, but there are always exceptions for grammar rules. So when a weird thing is found to be correct, just memorize it.
I always prefer to read grammar books or dictionaries that are written by natives and for natives. The versions written for foreigners often get simplified to cover only a small portion. Also different languages are so different that you are not able explain one language in another.
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