Study To Shew Thyself Approved. That means to give diligence, and that means to listen to the Spirit of God, because you need guidance as you read.

Study to shew thyself approved to God, a workman that needeth not to be ashamed, rightly dividing the word of truth. 2 Timothy 2:15

Actually, the word, "study," in this verse means to make an effort or to be dilligent.

Strong's 4704 spoudazo spoo-dad'-zo

from 4710; TDNT-7:559,1069; v

AV-endeavour 3, do diligence 2, be diligent 2, give diligence 1, be forward 1, labour 1, study 1; 11

1) to hasten, make haste

2) to exert one's self, endeavour, give diligence