Assuming I have the time to do it as I prefer, I like to have a very, very, very vague idea of something before I go in -- and I mean something as vague as "I should open up the Array page of the docs probably" -- and start to code-sketch as I go and see what blocks I hit. I draw up with what I know already and start seeing where the issues are, which lets me know where to start focusing and what to start digging into. Then, once I know what I want to be using, I will dive deep into that as I go, which pretty frequently involves making a bunch of wrapper objects/functions/whatever so I can see how I like things to fit, where the sore spots are, what are the errors I make over and over and how does that reflect my understanding, etc.
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