I'm self-studying Rudin's Real and Complex Analysis. I've finished the first two chapters so far, and I don't have any major problems understanding the definitions and theorems. I can prove the theorems on my own. Exercises in chapter 1 were OK, but I'm finding the exercises in chapter 2 to be very difficult. To give you an example, one exercise expects you to come up with the generalized Cantor set on your own. Another is a proof that was published in a journal.
Are such exercises the best way to learn for a beginner? Or is it better to start with a simpler set of exercises that test your understanding of the material before you venture into more difficult things? Should I augment my study with another book that has easier exercises?
I'm feeling frustrated and would like some guidance here. Thank you.