Yes, the most difficult part of advanced mathematics is the concept of limit. It can be said that this part runs through. Later, you will find that many of the later ones are based on this. If you understand it well, it will be much easier to learn later. It's normal not to understand at first. First of all, this part is abstract and difficult to understand. Moreover, the way of giving lectures in universities is different from that in high schools, and it is very fast. Maybe you finished before you understood what the teacher said, or you have been looking for some reference books to read. In fact, everyone feels the same way.

The specific learning method is to listen carefully in class and take notes carefully. It can be said that everything in the exam is in the classroom, and it is absolutely impossible to go beyond the scope of the classroom. No reference books are needed. It is enough to understand the content of the textbook and do all the questions after class. Ask the teacher if you don't understand, and no one will tell you.

For the exam, the focus is on the examples in the class, which is a typical question type and must be the focus of the exam. In the worst case, even if you don't understand, you should memorize the process, at least you can cope with the exam. However, if you want to get good grades, it is not enough to recite, you must understand the concept. Of course, it takes time. Don't lose heart even if you can't master it at once.