Holistic approach

Knowing how things relate to one another is more important in some subjects like physiology, but is always important. Knowing how things relate to one another aids in your general understanding, and this is pretty much the best way to remember stuff.

Once you think you know something, the perfect test of your understanding arises in a study group - can you cohesively explain this idea to someone else? Can you answer their questions on the topic?

The bigger picture
It is a lot easier to say "think big" this than is done but a student demonstrating that they know how things link together is an exam marker's dream!

For example, when you learn about a weird medical word for the first time you may want to look up its aetiology. By doing this you can relate it to where it is and how it works. To explain this further the word "epineurium" is from "epi" = on or above, and "neurium" = pertaining to nerves. From the name we can deduce that it is on or above the nerve, and this then tells us about the function of the epineurium. It wraps around the nerve as a supporting connective tissue. From here you would think 'how does this relate to the other types or connective or nervous tissue I know about?'