Well the statistics course that I am taking now can be particularly vexing at times. I had to teach myself probability because my professor had a horrendous accent and it was impossible for me to follow what he was saying in class. He is also the professor that I have for my stats class, thus I am having to self teach again. And proofs in that class can be particularly difficult for me to follow along and I really feels as though I am simply going through the motions in general and not really picking the abstract concepts/meanings of probability/statistics. I can generally do the exercise problems, but the theory really escapes me.