Being good at learning stuff (acquiring and processing new information, then placing it into context) is about 1/3 teachable, and 2/3 self-discipline and practice. (IMHO - exact ratios are open to argument, but it's definitely a mix.)
Nobody's born with it, although children's brains are wired to do it better than adults', which can make it seem that way. (Compared to the average adult, a 5 year old is a knowledge-acquisition FREAK. Impresses the hell out of parents who don't know what's going on and think their child is gifted.)
ABC: Always Be Curious.