In school I read all of my math textbooks, cover to cover. But, I never sat down to read them, until after doing the exercises. I go through a chapter with pencil and paper, doing all of the examples, then attempting the easy set of exercises. Then I go through the chapter, reading the text and reworking the examples, then do all the exercises. For differential equations and linear algebra this was sufficient to do the homework and ace tests. For calc I and II, I needed class also, calc III a study group helped, crystallography I worked with one other person. It's highly dependent on the topic.
Other than crystallography, I haven't taken any graduate math courses. I did work through maybe half of my mom's advanced engineering math text, and it's not overboard or harder than the first two years. The exercises are where you learn math.