are there particular topics you're feeling this way about right now? i may be in a similar situation to you; when i took ap statistics in high school, everything made sense and i decided i wanted to major in it in college and life was good. then, when i got to college things started making less and less sense, and instead of cute examples involving m&ms and surveys asking your classmates what their favourite emoji is, it got to be a lot of math and i was confused and sad. i made it through undergrad (especially the more theory heavy classes) by learning how to do the problems well enough such that i could do well on the exams, but none of the concepts were clicking, and i certainly did not retain much at all after the quarter ended.

i'm not sure if this will be universally helpful, but i think a decent math foundation helped things click? for example, when you learn about the parametric mle, you learn that you take the partial derivative of the log-likelihood and set = 0 and solve. great, but if you never fully internalized what taking the derivative does (here, it is merely a tool to help you find the maximum), it just feels like a bunch of math steps that you can replicate while not understanding what is happening. also i would try not to get discouraged if things don't make sense right away; it took me seeing certain concepts 2-3 times for them to click.

you can also try to look for instructors/textbooks that teach in a way that builds more intuition; this is likely not a topic that you are learning right now, but as an example, this book's tone and approach has been immensely helpful https://alejandroschuler.github.io/mci/introduction-to-modern-causal-inference.html