[jvvw]

One thing that is hard is that not all areas of mathematics have obvious easy problems to work through or rote computations, although you should clearly do that if those exist. I do think problem-solving and 'getting your hands dirty' is important, but you are also unlikely to manage to reinvent hundreds of years of mathematics by yourself so there is value in reading too. You do also need to learn the vocabulary that other mathematicians use.

When reading textbooks, I would often try and prove theorems myself before looking at the proof - and when I looked at it because I was stuck I would just try and see what the next insight or step and go from there.

I suppose I am thinking somewhat of reading maths papers here which don't come with a nice set of exercises, which probably isn't what we are talking about - but mathematics does move gradually in that direction from areas where the routine computations are laid out to areas where you have to work out for yourself how to make the abstract seem less abstract and where there are assumptions that you will fill in lots of details yourself.