I'm the same way, I find a good series of lectures to be the best way for me to wrap my head around something. I think it's a combination of "visual" and "global" learning styles. A global learning style means you work your way from the big picture down to the details as opposed to "sequential" style where you are better off diving into a detailed problem and building your knowledge outward from there [0].

[0] http://www4.ncsu.edu/unity/lockers/users/f/felder/public/ILS...