You may not understand everything the first time through, but the lecture will be more meaningful and easier to follow if you are already at least somewhat familiar with the material. Don't get behind. Mathematics courses do not lend themselves to last minute cramming. We know that it often feels that you spend all your time preparing for the next test or writing the next paper for one of your classes. However, putting aside your mathematics class for 2 or 3 weeks while you work on other assignments does not work very well.
Most students have a very difficult time catching up.
Make sure that you do all of the homework problems. In fact, if there is a certain type of problem that you still feel that you are unsure about after doing the assigned problems, you should be sure to talk to your TA or go to your professor during his or her office hours to clear up any confusion. Try doing some extra problems. Mathematics classes typically build on previously covered concepts so that it is important to understand things while they are being covered. Also, if you can't do the problems when you have the book to look at, it is unlikely that you will be able to do them in the pressure of a test.