I think what makes the difference is a mixture of one's approach to learning, the actual material at hand, and perseverance. The former is perhaps the most important component. How one goes about learning is what sets many of the greatest minds apart from the rest of the bunch. I personally try to keep this in mind all the time, and in turn, I strive to keep a positive attitude no matter what I'm studying. I always approach studying as something that I want to do -- not something that I have to do. This helps me keep a clear head and make headway in the material. Now of course, this may be easier said than done. I love to read, so in general I'm always up for doing readings (in history, philosophy, literature, science(s), mathematics... Whatever), however there were times where I didn't want to do a trove of exercises from the Italian course, or, worse yet, grind through mindless computational exercises from the Calculus book. Those times I just try and remain focused and just do it.
Another thing that I do to keep any subject interesting is I set out to learn what the material has to offer. Now this may sound like that's what everyone does, but that's hardly the case. Sometimes, when we do an assignment or study we just do it for the sake of doing it. That's very bad; it's a waste of time and effort.
Also, you should keep in mind the purported difficulty of the material. I say purported because something that's easy for you may be hard for someone else. It does play a role though. For one, if the material is difficult, stay calm! This is very important. Lisab suggested a workout if you're prone to temper tantrums -- a wise piece of advice. I'm not ever violently angry, but I can tell you that if I don't wake up early and go for a run or workout, than I don't function as well during the day. I tend to lose focus and get antsy. Also, consider either bouncing ideas off of someone else (preferably someone who is struggling with you), or putting your ideas on a chalk or white board. This helps a lot. I'm not exactly sure why it's psychologically valid, but getting your ideas off paper and onto a board really widens the scope for me. And keep in mind that the harder the material, the greater the satisfaction at the end.
Persaverance has been covered in the previous paragraphs. Just keep going. That's it.
I'm inclined to add this: nobody understands everything. That's just a fact of life. It's the reason why we have specialties in our chosen fields. You ought to strive to understand as much as you can, however don't get hung up on things you aren't comfortable with. Instead, focus on what you like. I know my answer was long-winded, but I felt the topic deserves elaboration. Good luck to you.
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