To add to the differences in study:

Undergraduate, for the most part, teachers you how to study and recognize good sources, take information from those sources, and then apply it. Most of undergrad is learning higher level ideas and working with them.

Graduate school's main difference is you are critiquing experts rather than just understanding what they say. It's often a lot more reading, think around 100 pages per class per week. You're expected to skim material and be able to act as an expert, criticizing the work and applying it to what you are learning to do.