Skill training time in EVE Online is dependent on your characters attributes. Every skill is dependent on one primary and one secondary attribute which determine the speed at which the skill is trained. The primary attribute has the biggest influence, the secondary attribute a minor influence and all other no influence.
Update: Learning skills are being discontinued. All text in italics will be obsolete...
The learning skills each increase one attribute by 1 point per level. There are basic and advanced learning skills for a maximum possible increase of 10 points. There is also a generic learning skill that will further improve all attributes by (i think) 1% per level.
There are also some implants that increase your attributes. The benefit is that it doesn't take any time to increase your stats but in return they cost more and are lost if you get podded. A good strategy is to plug in what you find and save for a +3 or +4 set depending on what you can afford to loose and the likelihood of loosing it.
To best plan the schedule of your learning skills you should install EVEMon. There you can plan what skills you want to train over the next months. The program can then optimize the schedule and calculate what you should remap your attributes to in order to minimize training time.
Finally the most time efficient approach is to first train up all learning skills to about +9 (basic level 5 + adv. level 4). The downside of that approach is that this takes a lot of time and your character will stagnate in terms of proficiency during that time. Most people will therefore recommend that you mix learning skills with practical skills to prevent you from getting bored.