General:
* Quick study
* Bright
* Sharp
* Intelligent
* Eager beaver
* Keen
* Perceptive
* Apt
* Proficient
* Accomplished
More specific:
* Absorbent: Able to take in information easily
* Assimilative: Able to integrate new information with existing knowledge
* Intuitive: Able to understand things quickly and instinctively
* Prodigy: A person with exceptional talent or ability
* Gifted: Naturally skilled or talented
* Precocious: Showing unusually early development
The best synonym to use depends on the specific context.