I'm an undergrad at a top US university and I'm currently taking an Introduction to Analysis class. I really really enjoy this class and it's actually getting me more interested in math in general. I feel like I'm able to understand the material really well, and often notice that I understand some of the nuances better than my classmates (let me also add that I'm not saying this to be arrogant, but simply to say that I think I'm doing pretty well conceptually). Yet, I find that I'm not able to do too well on exams and tests. It's not that I don't know the problems or don't know what to do in them, I'm just not able to produce my best work on test day.
Again, I want to add that I am actually putting time and work into this class and feel like I'm understanding the material, I just think I'm not approaching the tests correctly (in terms of preparation and how I actually do them). This is a general question, but has anybody else faced something similar? What would you recommend I do? Any other general pieces of advice on how to approach a rigorous math course?