I'm an undergraduate self-studying mathematics. I was wondering about which was the most efficient way to study with textbooks. For example, I'm using a textbook (about measure theory and lebuesgue integral) with a classical format: a lot of theory (lemmas/ proporties/theorems then demonstrations, followed by some Exercices with hints at the end of the chapter). I would usually read the theorems, reflect for like 5 minutes, then spend a lot of time trying to understand the demonstrations, then going to the next one etc., but I feel that I'm not able to remember firmly, or have a good grasp on the material, and it makes it hard to get some kind of intuition.
What would be some general advices that could apply to other people studying math with textbooks? How do you balance theory and problems? Thanks in advance!