Since I'm not a native English speaker, I can't really give you a good material recommendation apart from some classic books (which you probably already know of and people will probably suggest anyway).
While not really answering your question, my suggestion is too long for a mere comment.
First, get a highlighter pen and mark the definitions, theorems, propositions and such. Not the demonstrations, but the statements. Some demonstrations only combines them in a meaningful way.
After that, carefully read the demonstrations and note down the overall steps. Don't detail them too much, only the main tricks and techniques.
Next, try to demontrate yourself some theorems with your own words. Try not to look into the guide you made, but feel free to review the previous theorems you highlighted. If you really hit a wall, then only read the next step needed.
Then, go for the exercises. Remember the most used techniques you read before, because they're likely to be used in the exercises too. Some exercises may also follow the overall proofs in the text, but adding or removing conditions.
Try also to find people that are interested in studying with you, if possible. Last but not least, when you get really stuck, don't hesitate to ask us!