I am not a mathematician so take these thoughts as completely personal, my opinion based only on my experience.
I have been learning mathematics on my own and recently have begun attending seminars and sitting in on graduate courses.
- While course work either in school or from a book is essential more important perhaps is learning to think mathematically. Mathematics is not only a body of knowledge but also a mental discipline. This discipline needs learning as much as any subject. The way I did it was to try to figure problems out on my own without asking questions and without even reading the book first. I took each problem as completely new and unknown, as a research question rather than as an exercise. When I reached the point where I clearly understood what facts were missing, I looked for them in the book. I think that a great subject for doing this is point set topology. It is conceptual, proof based - as opposed to calculation based - elementary, and not very hard relatively speaking.
Don't give up too quickly. That aha moment will come unexpectedly. Take time.
I find that on Physics Forums people ask questions too soon. They have not struggled with the problem enough. Getting answers is not the same as understanding.
- Work through examples. Theorems are nice, but examples bring them to life Get your examples from anywhere you can find them, engineering books, physics books, math books, finance books, whatever. For instance, when learning Differential Geometry - a subject that can get amazingly abstract - I worked through Struik's book on the classical differential geometry of curves and surfaces. The book is chock full of wonderful examples. When learning vector calculus I worked though Feynmann's Lecture on Electricity and Magnetism. Maxwell's Equations make vector calculus so real you can taste it. i also worked through an old engineering book on the planar motion of rigid bodies. Great book.
- If you want to learn a subject, learn something that uses it as a tool. This is how Physics teaches mathematics and it works. It gives the mathematics meaning. So if you want to learn linear algebra, learn multivariate calculus and tensor analysis, or group representation theory. If you want to learn point set topology, learn complex analysis. If you want to learn complex analysis, learn about Riemann surfaces.
People often ask "What is mathematics used for?" Well, a lot of mathematics is used for other mathematics.
- Don't try to memorize. Rather try to understand the ideas. Know what things are supposed to be like then derive the equations on your own. Don't think you know something just because you have memorized how to do a calculation.
- If you can, get a mentor. One on one guidance in my mind is the best environment. Large lecture courses often fail the students and discourage them.
At some point down the road,hang out with mathematicians. I have found them open and accepting even of relative beginners like myself.
- Don't try to be a whiz. Don't measure yourself by exam scores. Measure yourself by that inner sense of truth. Don't compete.
- Don't overdo rigor. While rigorous proofs are indispensible, as is knowing how to do them, ideas are more important because they are the material for which proofs are fashioned. I sat in on a basic algebraic topology course with a renown mathematician and every time a student tried to answer a question with a rigorous demonstration, he got angry and said "that's not a proof." To him, the proof was the idea, or if you like, the geometric insight.
In some sense, rigorous fully elaborated proofs seem to be the bookkeeping for the business, not the business of mathematics itself.
- Here are some book that I have used.
Struik, Lectures on Classical Differential Geometry - great examples. Also good for learning Multivariate Calculus and basic Linear Algebra
Hurewicz, Lectures on Ordinary Differential Equations. - amazingly clear exposition. Good for learning basic Linear Algebra and Point Set Topology
Milnor, Topology from the Differentiable Viewpoint This book shows the geometric insights behind multivariate calculus. It s more advanced but still elementary.
Feynmann, Lectures on Physics The more physics you know, the better mathematician you will likely be.
Singer and Thorpe, Lecture Notes on Elementary Topology and Geometry - This is an undergraduate text that introduces modern mathematical ideas. Its geometry section is priceless. It develops the differential geometry of surfaces, the simplest case after smooth curves, from the modern point of view of connections on fibers bundles. With this book together with Struik's book, life is good. Also a good book for learning integration theory on manifolds.
Bott and Tu, Differential Forms in Algebraic Topology This is a difficult book - at least for me - but has an integrated view of the use of calculus in topology. Well worth the pain, at least so far. I am only half way through it. It does not have enough examples or exercises so you have to go even slower and supplement the book with other sources.
Milner, Characteristic Classes This is a great companion to Bott and Tu. It is an advanced book but beautifully written and completely fascinating.
Weeks, The Shape of Space Another book that introduces modern topology and geometry to the uninitiated. Extremely conceptual and elementary. A friend who can't even add two fractions worked through it with no trouble ( except a lot of work).
Baxter and Renni, Financial Calculus This is a book on Derivatives for practitioners. It introduces the ideas of Stochastic Calculus clearly without plunging into the technicalities of the Ito calculus. One learns the math from the "real world" problem of pricing derivatives. Read it if you think you might want to be a math quant on a trading desk.
Klein, On Riemann's Theory of Algebraic functions and their Integrals A short book on Riemann's theory of complex functions. A classic from one of the greats. Importantly, it gives insight into the thought process that led to the theory of Riemann surfaces.
Feller, An Introduction to Probability Theory and Its Applications I can't recommend volume 1 enough. What a joy! Book 2 less so and it also omits Martingales. You could think of this as a back door into real analysis.
Taylor and Wheeler, Exploring Black Holes: An Introduction to General Relativity This book gets your hands dirty right away with the Schwarzschild Metric. It is mathematically simple, but rich in insight. and examples.
Greenberg, Lectures on Algebraic Topology This is an old probably outdated book that I picked up at random. It is very well written and sticks to the basics.
Rudin, Real and Complex Analysis This book is way too hard to use as a text but has great exercises.