LawrenceC comments on Book Review: Discrete Mathematics and Its Applications (MIRI Course List) - Less Wrong Discussion
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In my experience there have been three kinds of books: easy books, which I can skim and then do the exercises for, medium books, which I can read carefully one or two times and then do the exercises for, and hard books, which I need to read multiple times + take notes on to do the exercises for.
In most cases I try to do a majority of the exercises either in the sections indicated by the research guide, or, in the case where the research guide doesn't offer any section numbers, the whole textbook.