I don't have many tests in my classes this semester (papers and projects instead!), but I know that's not the case for everyone. Studying can be really overwhelming, or at least I thought so, because it's hard to just get started. Once you make that first move, things tend to get a little easier.
One of the key steps to a successful study session is gathering all of your materials before you get started. This includes the text book, any notes and handouts, sticky notes, colored pens, and really anything else you may want while at the library. Having to go back to your room for something creates a distraction and gets you off task!
Also, it's important to start studying about a week before the exam. I'm not saying you need to be ready to take the exam a week early, but start gathering materials, printing out notes, and rereading certain sections of earlier chapters. I also like to make a study calendar that says what chapters I will make study sheets on each night. I like to finish study sheets two nights before the exam, so I can have two full days to actually study the material.
If you have friends in the class, and they study the same way that you do, I also suggest trading study sheets or notecards. This is important because you can see if you missed a theme or topic, and you can see what the other person thought would be on the exam. I don't like group studying...at all..but this method has definitely helped me to not forget some key themes before!