I've taken a liking to studying mathematics, though I'm a physics major I've always tried to learn things as rigorous as possible whether it's mathematics or physics. Now, I haven't quite gotten to the level where I just breeze through proofs or at least when I study the theorems it still takes a considerable amount of time to understand it. This takes so much time that I'm confused in what I should study first. When I study physics and I'm given a derivation/proof where I lack the mathematical knowledge or the book kind of skipped the mathematics behind it, I am left confused and that is quite irritating. That's it, I want to learn the rigorous way, well I think this can be done with proper time management and work but I still want to ask what kind of advices can you guys give me with regards to the kind of approach I could use.