I've also found it way too easy to just convince myself I know the material and move on without actually doing any problems when I was self-studying. Thankfully I came across a Discord server that is run by a math PhD where he assigns problems and corrects proof for self-learners. Best thing that has ever happened to me in learning maths, and I have since finished several undergraduate textbooks and am working on upper undergraduate/graduate ones currently, with problems assigned from him and guidance/proof critiques.

All of this to say, is it's really necessary to have guidance with it, and to make sure you actually do problems, not just convince yourself that you know the material.