How thoroughly do I need to read the textbook? Dear math stackexchange,
I am independently studying Stein's book on Measure Theory, and I have met with a frustration. Understanding the proof isn't the real issue here. I can understand (or, I think I understand) what is going on, but I am content only when I can do the proofs by myself. Immediately after reading a proof, I can solve it by myself. However on the next day, since I do not how to do it, I read the proof and solve it again. (I do try before I read the proof every time) And, this is now my fifth time making the repetition over the same problem, and I am not sure how attention I should give to text explanation. Would it be a better idea to skip the example proofs once I fully understand it, or come back and work hard until I can do the proof myself?
Thank you very much in advance!
 A: I usually get bored reading proofs, so when reading a textbook I read the theorems, think about the theorems a little (Does it sound reasonable? Can I think of a technique that might work off the top of my head? Is it even interesting? Why do we even need this theorem?), and if I can't figure anything out I might glance at the proof to see if can get anything out of it. Often times a proof might be too technical, so I skip it anyways. 
What I find is most helpful for me is to keep reading until I come up with an interesting question, something I realize I don't understand, or a mere curiosity. When I start investigating these, I might find that the theorems I originally skipped turned out to be useful, and I might even find some of the exercises interesting and do them. I tend to read very non-linearly.
This is the approach to reading math books I have found works best for me so far, but different people will have different approaches they find work best for them. So if what you are doing now doesn't work, try reading little differently, and most importantly ask yourself questions about what you're reading.
