1. Your own games. Write them down, afterwards go through them and figure out what went wrong, and why. Ideally go through the game with a stronger player (and your opponent!) so he can laugh at your reasoning and set you straight. Try not to make the same mistake twice.
2. Tactics. At your strength you make tactical mistakes and so do your opponents; one big tactical mistake is enough to decide the game. Chess.com's tactics trainer is good for that, but there are other options on the Internet. Or get a good puzzle book.
3. Annotated GM games. There is a wealth of them on the Internet (e.g., the press conference videos of the Tata tournament, etc). You need explanations of good games, know why certain moves were played, to gain an understanding of what chess plans are about.
4. Concentration and other mental skills -- there is a difference between being able to recognize that one your pieces is hanging, and actually noticing it without fail... Dan Heisman's site has 120 or so of his great Novice Nook columns, that go into this sort of thing pretty often.
I have a rating of 1397 on chess.com. I play over-the-board chess daily and i was wondering if somebody have some advice on which part i shld be studying. I read that it is good to start studying the opening when i'm 2100 or more.