A lot of the material we cover is interdependent, and if you're not comfortable with the material from two days ago, today's lecture might be totally incomprehensible. Also, there's a limit to how fast you can digest material and learn actually to use it in your thinking. Avoid cramming just before tests by staying on top of things. It makes life much more pleasant. Make use of your instructor and the TA in your discussion session.
Most instructors are also willing to set up special meetings with students as time permits.
Your responsibility is not to waste these times. Try to solve your own problems first, together with your friends. Come to office hours or your discussion section prepared with specific questions. Bring questions to your TA or instructor quickly , as soon as you realize there's some difficulty you can't resolve. Finally, one last word.