How to learn problem solving strategy for Measure Theory?

Question

I have taken both graduate level Algebra and Measure theory courses but found the latter much more difficult for me. I have put a lot effort on learning it by reading a few reference books and attempting some problems the instructor even did not assigned. But the fact that I am most unsatisfied is that "I can hardly solve a problem in our two hour exam unless I have actually solved it before". While often times I can solve Algebra problems in the exam though I have never seen them before because I feel like that most Algebra problems are direct corollaries of the original definition. For Measure Theory problems I usually have no idea on whether to solve it by directly justifying it from the definition or to apply certain trick, etc. In short, I cannot find a pattern for solving Measure theory problems. Any suggestions for me?