This paper is actually not a bad one to get started with. Obviously you need the proper background and I am not sure how much linear algebra you've taken. Going through a senior undergrad numerical linear algebra text might be a good way to learn the prerequsites. In particular, you'll never be able to read a math paper without developing mathematical maturity via textbook exercises.

Assuming you have the background, the boring answer is "patience and practice." For years I had to practically rewrite math papers word for word in order to get anything to stick. These days I am better at reading "mentally," but still sloppy and prone to misreading (just yesterday I misread GPT's proof because I was lazy and on my phone). More so than the empirical sciences, mathematics demands you understand every sentence before moving on to the next. Skimming does you no good. It really does just take patience and perseverance.

The nice thing about this paper is that the math isn't especially advanced, and it's broken up with qualitative historical discussions. If you know a decent bit of linear algebra (enough to understand artificial neural networks), I think you can muddle through this.