Learning a general motion tracking policy from human motions shows great potential for versatile humanoid whole-body control. Conventional approaches are not only inefficient in data utilization and training processes but also exhibit limited performance when tracking highly dynamic motions. To address these challenges, we propose EGM, a framework that enables efficient learning of a general motion tracking policy. EGM integrates four core designs. Firstly, we introduce a Bin-based Cross-motion Curriculum Adaptive Sampling strategy to dynamically orchestrate the sampling probabilities based on tracking error of each motion bin, eficiently balancing the training process across motions with varying dificulty and durations. The sampled data is then processed by our proposed Composite Decoupled Mixture-of-Experts (CDMoE) architecture, which efficiently enhances the ability to track motions from different distributions by grouping experts separately for upper and lower body and decoupling orthogonal experts from shared experts to separately handle dedicated features and general features. Central to our approach is a key insight we identified: for training a general motion tracking policy, data quality and diversity are paramount. Building on these designs, we develop a three-stage curriculum training flow to progressively enhance the policy's robustness against disturbances. Despite training on only 4.08 hours of data, EGM generalized robustly across 49.25 hours of test motions, outperforming baselines on both routine and highly dynamic tasks.