There is a strategy to studying any subject. History is no different. My first suggestion is to change how you view the subject. If you view History as nothing more than facts, names, dates, and places to memorize, you will struggle to learn about the subject. If you view the study of History as learning about the past to guide you in the present and future, you will have a better mindset to do what you are being asked to do.
In History, there are a lot of cause and effect relationships. Look at events to determine what factors caused them to happen. There may be many factors involved. Then look at what happened because the event occurred. There may be many effects that occurred.
Another strategy is to look at the sequencing of events. In what order did they order? Was any of the events related to each other? Did an event happen because of a previous event? The timing or sequencing of events is important.
Try to see if there is any connection with what you are studying to events occurring today. Can you relate these past events to events currently in your life or affecting your life? Can these events be related to what is happening today? Try to find the similarities and differences between the past and current events.
It is important to understand the key terms of a lesson or unit. Be sure you know the meaning of those terms. Then see how they apply to the events you are studying. The same would be true for important people and places. Try to identify them and see how they connect to the lesson or unit you are studying.
I hope you find these suggestions helpful and useful.
If you are simply trying to memorize facts, then there are a couple of ways to go about this. First, make flashcard for all the terms/people/events etc. This is a good way to learn the information because you keep reviewing the material until you have it mastered. Another way is to break down facts. Essentially, you want to make each fact into some smaller piece of information that is easier to learn. However, whichever method you use, make sure you use repetition. It is the only way the facts will stick.