I am currently a first year undergraduate majoring in mathematics. I'm taking an introductory analysis course and find it very hard compared to other math couses. I know that the topics covered in the course are really the basics of real analysis, such as properties of $\mathbb{R}$, sequences and series, limits, continuity, Riemann integral, etc. I work much harder in analysis than in other courses such as abstract algebra, and am spending a lot of time to memorize all the theorems and their proofs mentioned in class. However, when it comes to work out a problem in the book or in the assignment on my own, I'm stuck. My guess is that I never learned how to do math rigorously, and I always rely on my intuition, which proved usually accurate in the past.
The textbook we are using is "Introduction to Real Analysis" by Robert Bartle, 3rd ed., but I also downloaded and use some extra analysis notes from a few professors' webpages.
Could you please give me any advice on how to study analysis? I'm now really desperate :(
An introductory analysis course is when you find out that you don't quite know what the real line is. The course is supposed to be an important landmark in your route toward becoming a mathematician. It is supposed to be hard. Don't spending a lot of time memorizing theorems: try to understand what they say and how they fit together. For the major theorems, try to understand exactly where the completeness of the reals comes into play. (Those theorems are probably equivalent to completeness!)
Although most of what I've said above apparently applies to any course, analysis is different than say algebra because it is about some of the things you have seen in calculus, especially the real numbers and you think you know those well. Well, you don't. :-)