The trick is to just learn one at a time. Figure out something you do repeatedly and commit the keyboard shortcut to memory. For instance, sending an email from Apple Mail requires Shift-Command-D. Everybody sends email, right?
The next time you finish composing an email, press Shift-Command-D and you’ll hear that satisfying swooshing sound without lifting your fingers from the keyboard. Do it for every email you send for the next few weeks. At some point, it becomes muscle memory. Then pick another keyboard shortcut and start on that one.