Do you prove all theorems whilst studying?
There is a continuum in the way one understands a theorem.
At one end of the spectrum mathematicians just try to understand the statement and use it as a black box .
At the other end they understand the theorem so well that they improve on it: this is called research.
An important thing to keep in mind is that your attitude toward a result is not fixed for ever: you may first consider it as a black box and solve exercises by blindly using it, then see how it is quoted in proving corollaries or other theorems and finally come back to it and realize that it is actually quite natural.
Professors have the advantage that they really have to understand a theorem if they want to teach it well and answer the students' questions.
One of the great aspects of this site is that everybody can be a teacher:
I strongly advise you to try and answer questions here. They are at all possible levels and I am sure you can find some that you will answer very competently.
A paradoxical way of expressing what it means to have understood a theorem is to say that ideally you have to reach the stage where you consider that all its proofs in the literature are "wrong": it is a patently absurd statement but it conveys the idea that the theorem is now yours because you have integrated it into your own mathematical world.
Edit
Since Neal asks about this in his comment, let me emphasize that when I say that proofs in the literature are "wrong" I mean that, although they are technically 100% correct, they don't correspond to the subjective way one has organized one's understanding of the subject.
For example, the definition I like for a finite field extension $K/k$ to be separable is that it is étale i.e. that the tensor product with an algebraic closure of $k$ is split: $K\otimes_k\bar k\cong \overline {k} ^n$ .
I know this is rather idiosyncratic and of course I know the equivalence with the usual definition, but then I feel that long proofs that $\mathbb C\otimes _\mathbb R\mathbb C$ is not a field are "wrong" since I know, by the definition of separable I have interiorized, that $\mathbb C\otimes _\mathbb R\mathbb C=\mathbb C^2$.
Let me emphasize that all this a completely personal and secret [till today :-)] attitude within myself and that I absolutely don't advocate that other mathematicians should change their definition of separable.
I did try to prove propositions in my textbooks before reading proofs when I was studying subjects like linear algebra, real analysis... But later on when things becoming more and more difficult, I had to give it up, and today I am still wondering if that was worthwhile...Because on one hand, there are many benefits of doing so: you may gain better understanding of the statement, improve you skill of proving things (), and you get great joy when you work something out! On the other hand, you will process very slowly (if not then congratulation!), but there is tons more to explore.
However, I do have some little suggestions:
- if you develop the hobby of proving everything on you own, do not forget to zoom out from your proof of a specific statement and review the big picture of a lecture, a section or even a subject once for a while.
- if you don't want to prove it, read others' proof, don't skip it.
- maybe you can pick one or two subjects which are most important or interesting for you.
See my question on mathoverflow for books that are designed for this sort of study:
https://mathoverflow.net/questions/12709/are-there-any-books-that-take-a-theorems-as-problems-approach
Also, from a short bio of S.Ramanujan:
At sixteen, Ramanujan borrowed the English text "Synopsis of Pure Mathematics". This work was to prove a deep influence on Ramanujan's development as a mathematician, for it offered mathematical theorems without accompanying proofs, thereby prompting Ramanujan to prove the material by his own mathematical cunning.
Full text here: http://myhero.com/go/hero.asp?hero=s_ramanujan