Either after an engineering review and updating limitations via ferry permit (the legal way) or blind luck and stupidity (the illegal way).
And yes, that's a fair question from a Student Pilot.
The reason you don't want to do that is that the max gross weight (MGW) is determined by a combination of factors, but mostly structural strength (covering maneuvering loads, gust loads, landing forces, etc) and performance (primarily climb after takeoff/balked landing for light singles, but also keeping the stall speed at or below 61 knots, which is a certification requirement for them). If you load the plane beyond max gross, you have no idea which problem is going to bite you first -- the airplane failing structurally, or the airplane being unable to get into/stay in the air or clear obstructions. Since neither of those is what I would consider an acceptable outcome, I don't load beyond max gross -- and since I really do wish to live to be an old pilot, it's the laws of physics, not the laws of the FAA which really drive me to that position.
As noted above, the FAA does allow special flight permits to operate aircraft beyond the book max gross for transoceanic ferry flights, but only after a lot of consideration of the engineering data and a pile of operating limitations on the operation (starting with "no passengers", which ought to tell you something about how much the level of risk goes up). Further, a significant number of those flights end up in the water rather than at their destination, and the rescue stories from those make scary reading (the other stories from those are epitaphs, and that ain't good).
The FAA also has a regulation authorizing certain commercial and Federal operators in Alaska to operate as much as 15% over max gross (but not always that much), but there are a lot of other limitations associated with and special training required for that before you can get the specific FAA authorization to do that. See 14 CFR 91.323 for details.
