Learning math is hard. Those that have braved some of its depths, what did you discover that allowed you to go deeper?
This is a place to share insights, methods, and tips for learning mathematics effectively, as well as resources that contain this information.
Self-teaching math is a skill in itself. The hardest thing is to recognize what it feels like to be confused, and to attack the source of your confusion (it's way too easy to think "meh, this makes sense" when it doesn't.)
Read with a notebook, like a monk, copy things down as you go. When you finish a book you should have a (somewhat paraphrased/shortened) copy of your own. Do the exercises if there are any (yeah, this will make you feel stupid. The more you can face this feeling, the more math you'll know.)
This.
I would also recommend studying the proofs and making sure one is capable of proving a few key concepts in different ways.