Concepts are like words, there are proper way to use to them. If you understand the consequences derived from a concept and the context of its usage, then you have mastered it.
What's the best way to master it? Reading it over and over till I get it? Because doing practice problems when I don't understand it seems like it doesn't work, so if I read it once, twice don't get it, listen to a prof and don't get it.. what do I do?
Break down the explanation. And try to find what it is that bothers/confuses you and look up for that particular piece of information on Internet. Try to understand what are the foundation of the thing you're trying to understand. For instance, learning Calculus is hard if you don't have a good prior knowledge of exponents, functions, domains, etc. But maybe its the concept of limits that is the problem. So you would to try as many different explanation of the concept, until you grasp it. Think about the different possible explanations and metaphors and images, not the many time you read a particular chapter. If your textbook is not clear, go to your library and rent another one. Sometimes things are simply ambiguous.