Before you begin playing Figured Bass, read the following chapters in their entirety: Definitions, How to Practice Figured Bass, Transposition, Abbreviations, Accidentals, Suspensions, Doubling and Parallels, Basic Exercises, and Sequences.
Learn the main ideas first. Read and work through the exercises as you go. The goal is to connect the sound, the notation, and the harmonic logic.
Use the numeral chapters as a lookup tool
The numeral chapters are there when you run into trouble. If you find a strange figure containing a 4, for example, go to Figures with the Numeral 4 and use it as a reference.
Keep the harmony connected
Chords do not exist in a vacuum. The chords before and after, together with the key area, narrow the possibilities. Keep that connective idea in mind as you read and play.