Excellent question!  Here’s an article by Jen Wilkin that addresses the issue and offers so ideas about how to do things differently:

I meet with women all the time who are curious about how they should study the Bible. They hunger for transformation, but it eludes them. Though many have spent years in church, even participating in organized studies, their grasp on the fundamentals of how to approach God’s Word is weak to non-existent. And it’s probably not their fault. Unless we are taught good study habits, few of us develop them naturally.

Why, with so many study options available, do many professing Christians remain unschooled and unchanged?

Read her blog post here  http://thegospelcoalition.org/blogs/tgc/2012/05/07/why-bible-study-doesnt-transform-us/