I learn by doing. I suppose in the beginning I used the instructions or found a basic tutorial to learn the basics. But I think it was just intuitive to play around and figure out the basics: add content, order it, determine transitions, etc.
For everything beyond the basics, I google what I want to do and "Vegas" (my software) and google will find me videos / forum posts / blog posts regarding what I want to do. I actively decide what I want to do, or do better. So I may google "fake snow sony vegas" and usually find what I want fairly quickly. I often find what I want in the Creative Cow forums. I rarely just casually read there because I find the interface cumbersome. But google helps me find specific answers.
I think also that it helps to start with simple software (I began with MS MovieMaker) and then graduate to more advanced software once the simple one can't do what you want to do. So for me - I moved onto Sony Vegas Studio, but still not onto the Pro version. There is nothing that I've wanted to do that I couldn't.