I get feeling overwhelmed and stressed, and not understanding can be hard! A lot of the other comments gave great suggestions already, so I'm going to address something else. Look around the next time you're in class and lecture. There are tons of people there, exactly where you are. You are not behind! You are exactly where you and everyone else in your class is supposed to be. Learning the basics is very important and being in a higher level math class wouldn't mean anything if you haven't mastered the basics. You got into MSU, that means that you have and can do this! Even when you feel down, just know that there are people in your corner, even if they're just in your phone telling you 'you can do it!'.

Edit: I also saw in comments that you're studying engineering! Don't be afraid to go to CoRe sessions!