Building up the vocabulary of the language you're trying to learn is probably the most time consuming part of the entire process. You can get orthography, spelling, pronunciation and grammar right after a few weeks of practice, but your vocabulary will take months, if not years to fully expand to a point where you can say that you talk fluently in that particular foreign language.
So seeing how this is a large, daunting task, where should you start? A lot of specialists assumed that each language uses a base vocabulary of very few words that can get you going through a conversation (a basic one of course). Your first step is learning the base 100 words, the core of any conversation, regardless of the language. These include greetings, goodbyes, emotions, common verbs (to have, to make, to be, to love, etc) and common nouns (people, place, time, etc). You can either learn these by hard as a start-up measure, or try to learn them naturally, by listening to basic conversations or reading translations. You can try an audio tape that covers them, or a free language lesson online, whichever suits you best.
Once you get these 100 core words right, try using them in short, basic structures. Then move on to the next step: the auxiliary base words, that form around 70% of a normal conversation. Most languages use around 1,000 auxiliary words, besides the 100 core ones, to express normal chit chat. These include mostly nouns (fruits, vegetables, animals, tools, etc), adjectives (colors, qualities) and more common verbs. The good thing is that if you already mastered the base 100 words of that language, you can now use the auxiliary ones in structures and sentences.
After you're familiar with these 1,000ish words, you can actually start learning whatever you like. These 1,000 words can get you a long long way when it comes to learning specific parts of the language. But one has to ask, how exactly are you going to learn all those words and memorize them to a point where you won't need a translation list for them.
Well for starters, you could try the Roman Room method. This technique is as effective as it is ancient and it involves picturing a room you're very familiar with (your own room, your classroom, living room and so forth) and associate images to the words you're learning, to objects in the room. For example, if you're learning how to say "ball" in Dutch, repeat the Dutch word and picture a ball on your living room's sofa. This way, by attributing an image to a word, the brain will have an easier time remembering the word since our brain is more used to storing images rather than simply strings of characters.
Flashcards are also a great method of improving vocabulary and if you can make them yourself, instead of buying them, they're even more efficient. Just cut up some 3x5 cardboard rectangles, write the word you're trying to learn on one side and the English word on the other (or, instead of English, write the word in your native language). Then along the learning process, as you obtain information about genders, plurals, tenses and cases, write them up on the "foreign" side. I know it's a more time consuming method of memorizing words, but it's also been proven as one of the best out there.
Lastly, you can use the phonebook method. Simply write down all those base words you're trying to learn on a sheet of paper and in a parallel column, write down their translation in English or your mother tongue. Read each foreign word down the column, repeat it (loudly, not just in your mind - it helps if you see how your brain handles pronunciation in relation to the written word) and move on to the next. Try learning in small chunks, of 20 words at a time. If you try learning 100 words at once, by the time you reach the middle point in the list, you will have already forgotten the first ones because your brain is not used to acquiring so much information in a single slurp.
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