+ It's open source and completely free;
     + Highly configurable;
     + Has support for sound and images;
     + Has support for several dictionary formats;
     + Can run on Windows, macOS and Linux. There are also versions for Android.

What makes GD ideal for studying, in my opinion, is the concept of a "dictionary made of dictionaries". An ordinary dictionary will give you only one result per query. GoldenDict will give you multiple results at once, and the only limitation for the number of results you get is the number of dictionaries you have installed. That way, you can compare results across different dictionaries and infer much more accurate definitions.

If you're not familiar with it, go to SourceForge and give it a try!