You should try to state the material that you read in your own words. Whenever you encounter an unfamiliar term, look it up and make a note of it. When you come to an example or theorem, work through it carefully step by step. Try to understand and follow how the author is progressing through it. After reading it, cover it up and try to work through the details on your own.
Authors often omit steps.
Filling in the gaps helps to deepen your understanding of the material. When you can work through an example, try to think of other examples that would fit the idea being discussed. Think of other relevant problems and try to solve them. Discuss the text with other students. Even a short discussion of a concept or example will help deepen your understanding.