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I'll try to refine this question more later but I guess I'm asking:

For those who have done fairly well in Mathematics, what processes do you go through while learning new mathematics? Do you work a lot of simple examples? Do you mainly work through exercises? Do you play with the theorems and proofs in the book to see what happens given different hypotheses? Do you have to memorize things actively to be able to remember them for use later? If you could give me concrete "best practice" tips I would greatly appreciate it.