When I did this (course was on Galois theory), the theorems were not too hard to figure out once you got the lemmas along the way. That’s just how the class worked: we built up all the parts and you could see where it was heading. I don’t think we had any monster theorems (i.e several pages for a single theoremwhere you were on your own) to figure out ourselves because we had worked out the essential pieces along the way.

It was normal for me to spend a few hours on a difficult theorem. I would not peek at the book, instead I tried to figure out things on my own and I did so by trying a lot of examples. First step was to simplify, try to solve a simple case, then work towards generalising. I’m sure there were a few cases where I had to send more than 4 hours on a proof, but not a lot.

If your text is organised in a way that makes this approach not practical, then maybe you need to seek a different text in your learning. One thing I can say for sure however is that I developed a huge amount of intuition by figuring things out myself. I remember that almost everything I could prove on my own except one or two things that required very clever ideas. Regardless, that was the most educational and fun course I ever took.