In addition to what @Jay1 has told you, it is a tremendous help to record your playing and critically compare it to what you are trying to copy or sound like (if that is what you are doing, as @Jay1 suggests). Many players cannot hear the little mistakes in timing, pitch, etc while they are learning, but the recording does not forgive and can be quite a brutal shock for those doing that (listening to their own playing) for the first time.
The answer to your initial question also depends on exactly what your goal(s) is/are. Many players never try to “learn a song” but rather try to get good at improvising over the chord progression or even just the melody that is being played. Their approach is, of course, somewhat different than just practicing a given song over and over again until one can play it well.
Regards,
– Slim 