When I'm learning a new programming language, I force myself to type in lots of example code. I've found that it helps to drill in new syntax and way of thinking on some sub/unconscious level, maybe even physical - like muscle memory of fingers.
I'm way too lazy to write anything by hand though.
I just find that paper slows my thinking process enough that I am forced to focus on the details. When I have a keyboard in front of me my brain is in production mode and just wants to get stuff done not stop and reflect. It may have to do with growing up without laptops in school though.
There's probably something in all of these methods but everybody is different. I don't know if actual pen and paper is required, perhaps typing is just as good. The benefit of typing is that the data is preserved in a useful format. If I write it out simply to learn it, what do I do with the paper? Crumple it up and throw it out?
My process is to open about 20 browser tabs on a subject and cull them off one by one as I create flashcards from the information (process it, write bite-sized chunks in my own words). I learn via flashcards for about 15 minutes per day for a while. Nothing strenuous. That cements the 10,000ft view into my head before trying trying the hands-on stuff, so that I don't give up out of frustration. From there I try to use the information for real.
I'm way too lazy to write anything by hand though.