Use the internet. Using a search engine (e.g. Google, Yahoo, and MSN) and type in something you've always wanted to know. It could be anything from the history of a play to the process used to package your favorite snack.
Pick up a book such as a dictionary or encyclopedia.
Talk to someone you know: a teacher, a friend, an uncle, or even your parents. Ask them to tell you about something they experienced or saw when they were growing up.
Pay attention during your classes/lectures/trainings. You'll definitely learn something.
Watch educational television. National Geographic Channel, Animal Planet, History Channel, Modern Marvels, your preferred news broadcaster, etc. A lot of information is presented via the television. There are many opportunities to pick up a fact or learn more about an incident you only had vague knowledge of when watching educational television.
Read. It doesn't matter what. The morning paper, the ingredients list on the cereal box, billboards and street signs on your way to the bus stop (or while you are on the bus), magazines like National Geographic, Wired, etc... Just read and learn. Reading the editorial in the newspaper helps you understand what's going on in the world. Magazines usually contain all sorts of stories and information on various topics. And who doesn't want to know what's in their food, or where the best sales are?