First of all, you should preview. I like math better, so I watched every class before the first grade, especially math. I have taught myself half.
Secondly, listen carefully, ask questions if you don't understand, and take notes.
The most important thing is that you have to start and try to find your own feelings. First, you are interested, and you really like it, instead of being "annoyed" when you see textbooks or math teachers, let alone having a headache when you hear math. In this case, you can't learn well.