TITLE: How to build "Mental stamina" when it comes to studying mathematics.
QUESTION [6 upvotes]: I'm currently studying undergraduate mathematics and I found that my interest for high rigour currently goes beyond that of my peers. This means that I often end up doing a lot of self study from books that are more theoretical than my peers are interested in.
This also means however, that I've started to read highly theoretical books without really having the "mental stamina" to read them effectively. What I mean by this is that I often find that I feel unable to digest more than maybe a dozen pages in a session, for maybe 3 or 4 sessions a day at maximum, and even that often feels like glossing over it. In simple terms; studying rigorous texts tires me out very quickly and I would like to build the toolbox I need to tackle such texts more effectively. 
My question(s) are about how to build this toolbox. Specifically: 

How would you recommend getting used to high-density rigorous texts?
How did you get used to learning in higher volumes?

I know that similar questions have been asked before, but I haven't really found anything that goes in to building the stamina to study better as opposed to general studying techniques.

REPLY [4 votes]: Do as many exercises as possible.

If the source you're reading has exercises, do those. Otherwise, you'll need to invent your own. When I'm reading a dense proof, I make a list of all the steps that I don't understand (often there are very many!) and do them as exercises.

Read about the subject elsewhere.

I'm talking about cursory reading: learn about the history of the subject, read its Wikipedia article, look at old Math Stack Exchange questions. This is good to do when you're feeling mentally depleted, but still want to learn something. It can also give you a more rounded picture of the subject.

Talk to other math people about what you're learning.

Many of us have an image of "mathematician" as someone working alone at a desk, but I think it's nearly as common for mathematicians to talk to and learn from their peers. Learning about a subject is much easier if someone who understands it gives you a high-level overview first.

Shop around before you commit to learning a subject from a specific text.

For example, the "standard" reference to learn scheme theory is Hartshorne's algebraic geometry book. But there are at least eight other texts that would serve the same purpose; see the discussion at Math Overflow. There's no reason to use a text just because it's "standard," or someone recommended it to you.
I often like to use course notes (found online), because they are usually more concise than textbooks.

But once you decide on a source, commit to it.

That is, make sure you don't switch between sources too often. It's useful to stick with one text because that makes measuring your progress easier: look at how many pages you've read.

Work through your source regularly.

Reading five pages a day might seem extremely slow, but if you do this for a month, you'll have read 150 pages, which is actually quite a lot. For example, most books by Serre are shorter than this!
(littleO's comment is along these lines.)
More generally, this is a good strategy for any personal project: distribute the work consistently instead of working irregularly.

Constantly ask yourself "Why do I care?"

Why are you learning this subject to begin with? Why would anyone make that definition? Why is it helpful to know that this theorem is true? The goal is to constantly challenge the text, and make sure you have sufficient motivation to progress.
Keep in mind that some of the answers to these questions will only come in time -- you may have to suspend your disbelief until you understand the subject better. But make sure that you ultimately have an answer to these questions.