Begin the day the problem set is assigned to prevent last minute panic. Don't expect to be able to solve all the problems on the first try. Always keep the big picture, the concept that the problem I s stressing, in mind. Beware of making calculations blindly. Don't blame yourself if you cannot understand a problem right away.
Confusion is a natural component of learning.
Seek help when you need it either form a fellow students, from a teaching fellow, from a professor, or from a tutor at the Bureau of Study Counsel. Work with a study group on a regular basis, coming to the group only after you have made your best attempt on the problem. You will also learn a lot by helping others. Take pride in your work. Write it up neatly and make sure that your explanations make sense.