Many students find the transition to college coursework stressful and challenging. Decades of research in the cognitive sciences have provided data regarding effective ways to obtain and retain information; however, many students do not use these strategies. In this article, we embed a self-study designed, conducted, and written up by Teddy (second author) as an assignment in a course titled Educational Psychology taught by Amy (first author). This self-study sought to answer the following question: If I change my study methods and approaches to learning the material, will my test scores rise and my test anxiety sink? While small in scope and scale, this article brings student voice to the forefront and offers an example of how self-study research can foster iterative self-reflection, build academic self-efficacy, and support self-directed learning. Providing such opportunities within coursework can empower students to better understand their role in the learning process and act on that information. The approach can be especially transformative for students who are underprepared for higher education.