Besides practicing the given exercises (which is a must of course) I find it helpful to try to prove the Lemmas and theorems myself, or at least struggle with t

Besides practicing the given exercises (which is a must of course) I find it helpful to try to prove the Lemmas and theorems myself, or at least struggle with them for a while, so that (a) you understand the proof better and (b) the struggle plus reading helps concepts stick far better. In other words try to “own” the concepts as if you had developed them.