How to develop the patience in mathematics?
When you read the books like Rudin, Conway, etc., it takes a lot of time for one problem; sometimes $10$ hours each.
I usually devote one problem for $30$ minutes. If I can't solve the problem within $30$ minutes, then I post the problem on this site for a solution.
Actually, I have no patience and can't wait for long hours for thinking about the problem.
How can I improve myself and develop the patience?
It's all part of the character building nature of the subject. But I find that it helps to have multiple questions on the go; once I can no longer stand one problem, I just put it aside, work on another problem, then return to it or yet another once I'm impatient with that one.
Take it in incremental steps: do five minutes more, then ten, twenty; an hour, two hours; an afternoon; a day, a week, a month, a year!
Note that some textbooks deliberately put in open problems as exercises.
Also, if you're planning on doing a research degree at all, you've got to learn which questions are fruitful and which to leave unanswered, bearing in mind that some questions can take decades to answer.