Study, Xun Zi (荀子)

不聞不若聞之，聞之不若見之，見之不若知之，知之不若行之；學至於行之而止矣。

- 荀子 儒效

Simplified: 不闻不若闻之，闻之不若见之，见之不若知之，知之不若行之；学至于行之而止矣
Transliteration (pinyin): Bù wén bù ruò wén zhī, wén zhī bù ruò jiàn zhī, jiàn zhī bù ruò zhīzhī, zhīzhī bù ruò xíng zhī; xué zhìyú xíng zhī ér zhǐ yǐ.

Not hearing is not as good as hearing, hearing is not as good as seeing, seeing is not as good as mentally knowing, mentally knowing is not as good as acting; true learning continues up to the point that action comes forth.

- Xun Zi (荀子 8.儒效 23)

Transliteration (pinyin): Bù wén bù ruò wén zhī, wén zhī bù ruò jiàn zhī, jiàn zhī bù ruò zhīzhī, zhīzhī bù ruò xíng zhī; xué zhìyú xíng zhī ér zhǐ yǐ.
Common: I hear and I forget; I see and I remember; I do and I understand.
Moral: You can only understand something by trying it yourself.
Revised: Tell me and I [will] forget. Show me and I [will] remember. Involve me and I [will] understand.

Also: You can't understand until you walk a mile in someone else's shoes.

http://en.wikiquote.org/wiki/Chinese_proverbs