As the title of this post indicates, the process I am about to describe is actually the natural learning process for anything, not just math.
First, Get Curious
Learning has to start with curiosity. You can be curious about math as a means to an end (say, if you want to be a financial analyst or engineer, for example), or you can be curious about math for its own sake (if you want to be a mathematician, this will probably apply to you).
Remember, curiosity is an emotion, and emotions are generated in part by what we focus on and what we tell ourselves. So, if you want to learn something but don’t have any curiosity about it, generate some! Curiosity is the glue that makes new knowledge stick.
Once you get started, let your curiosity lead you into new and interesting territory. Venture forth into the material with an agenda of pure discovery. Let this be an open-ended, non-directive process, with no particular goal in mind, the same way that you would read a novel or watch a movie.
Think of the last new movie that you saw. Can you remember the setting? The plot? The characters? Were you trying to memorize any of those things? That should be proof enough to you that this method works.
In math, practice could take the form of performing calculations, solving problems, or writing proofs. In other subjects, it could take the form of answering practice questions or re-communicating what you have learned, either by writing or speaking. It is a Law of Learning that the harder you work for a particular piece of knowledge the better you will retain it, so don’t shirk on effort here. Just like with working out, the more you sweat, the more you get!
Once you have put in sufficient practice, you are in an ideal position to ask for and receive help. Asking for help from a teacher, tutor, or mentor at this point will help you fill in any gaps that you have identified in your understanding, uncover any blind spots you may have and improve your process. This is how you go from proficient to efficient. Having first put in the effort to understand the material yourself will prepare you to appreciate and receive what is being offered.