Sravana, Manana and Niidhidhyasana:
Listen, think and practice, this is what the Vedas say.
What is this that we are talking about? The context is the enquiry into the nature of one's true self.
What should we listen to? We should listen to the expositions of the Upanishads, especially the Mahavakyas - the great statements, which express the extraordinary equivalence between our own selves and the universe 'outside'. We should ideally listen to such a statement not from a mere professor or academician, but from a guru, one who has actually realized this Supreme Identity, for, it then carries with it a power beyond the merely verbal or intellectual content.
And then, after having listened carefully, and repeatedly, we should reflect on the truth or otherwise of what has been said, and finally, or concurrently, find the truth acting directly on our ‘little’ selves.