Is it normal if proofs dont help me understand a concept better? I heard from people that if you learn proofs you will understand the concept better. But for me right now, i do not feel like thats true at all. In fact proofs sometimes confuse me more. 
These are some examples:
- Every bounded monotonic sequence is convergent
- Fundamental theorem of calculus part 1 and 2
- If a series is convergent then the limit as n goes to infinity of an is 0
Is learning something from proofs something that develops over time or is what I say true in general? What is the value in learning proofs?
 A: I feel that proofs usually help me better understand concepts. But your question made me mull over this, and I now have another take (hopefully more refined). Proofs help me understand the interactions or relations among concepts.
Take one of your examples, that the terms of a convergent series tend to zero. Just the statement of the theorem prompts one to wonder about the converse: is the condition sufficient as well as necessary? As you surely know, it isn't, with the harmonic series being the poster-child of counter-examples. I believe this fact deepens my understanding of the concept "convergent series".
Next, the proof. Briefly: the partial sums $s_n$ have to approach a limit, so $s_{n+1}$ and $s_n$ must both be within $\epsilon$ of that limit, and so must be within $2\epsilon$ of each other. In other words, $s_{n+1}-s_n$, which is just $a_n$, must be less than $2\epsilon$ in absolute value. Contemplating the proof, I picture the case where $a_n$ does not tend to 0. I see the partial sums jumping around like an excited puppy, unable to settle down to one spot. The proof focuses my attention on the significance of the subsidiary concept "partial sum". The proof also uses the triangle inequality---that's what allows us to conclude that since $s_n$ and $s_{n+1}$ are close to a third number, they are close to each other. This is a basic technique in analysis, and occurs over and over again. 
The triangle inequality is also (arguably) the key property of metric spaces. The proof reveals the relation to another theorem: a convergent sequence of points in a metric space satisfies the Cauchy convergence criterion. Asking about the sufficiency of this condition leads to the notion of completeness. Also, the concept of a Cauchy sequence lies behind Cantor's construction of the reals from the rational, which generalizes to the idea of the completion of a metric space.
In the real numbers (or more generally any complete metric space), satisfying the Caucy convergence criterion is equivalent to being convergent. But we saw "convergent series" and "series whose terms approach 0" are not equivalent. Why not? Because our initial proof only looked at $s_{n+1}-s_n$, not $s_m-s_n$ as both $m$ and $n$ get large. So the proof sheds light on why the Cauchy convergence criterion takes the form it does.
Thus we see a web of connected ideas starting to grow. To my mind, seeing the placement of our initial theorem in this larger context enhances ones understanding of all the ideas in the web.
