I started going through each lesson in order. But I skip the example questions and go to all the explaining of the subjects. I want to go through the examples at the same time I am taking a test so I can see and compare my answers and approaches with the examples. (Does this make sense?)
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i go through the lessons in order because i have noticed that lessons i'm currently learning are based on subjects that I've already been taught therefore making it easier for me to understand the new lesson. if you skip around, you'll miss that.
i also believe that you should go through all the lessons first and then do the PT's. you don't want to waste the PT's because there are only so many. in the lessons JY is already teaching you how to attack each type of question there is on the LSAT so in my opinion comparing the explanation videos to the questions on the PT is unnecessary. I've found that if i immediately check my answers or compare my answers, my confidence suffers which is NOT a good thing.
however, everyone is different. people learn in different ways therefore i encourage you to do what you think is best for you. it's great that you asked this though so you can get suggestions from other people and new tips/advice that may work for you.
I think you might be right for LG as I know that personally it took me a long time (6 months?) to go for 14 right to 21 right in a LG section. Save the PTs though, they are great value for practice.