If you are learning a guitar solo or an instrumental song, the first thing you have to do is learn to sing it. Just whistle or sing a long so that you know the rhythm, timing and melody. This process is good to do while working, cleaning, driving etc., because you do it better without your guitar.

Then after this you pick up your guitar and figure out the notes! The order in which you learn the different parts won't really matter at this point, because you already know the song and have it memorized.

If you are learning a song with a vocal, learn the lyrics! It's my best trick. Figure out the different parts and then listen to the lyrics, because once you know the notes/harmony/riff/solo/etc. it will all make sense with the vocal.

For example: A "typical" guitar player will try to remember that there's an extra bar after 2nd chorus and have a hard time with it. If he just listened to the lyrics he would know that the extra bar is there because the singer/songwriter needed to finish up a phrase or a statement!

Hope this helps you!
Anders