self-study hints

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A question to those who took rigirous courses like math 25 (Harvard), MATH 295-396 Michigan and etc
Being not able to collectively discuss problem sets from the course, as those who involved in official math programs do, is it a good idea to read enciclopedic-style books were practically all proofs are in explicit form (Zorich's/Shilov books for analysis, Kostrikin/Vinberg for algebra) write down ideas of proof then try to reconstruct proof from idea and finally check it?
Do lecturers give a hint of how to deal with homework?
There is another possibility, namely to try to reconstruct proof basing only on previous material without even looking at explicit solution, but it is very time-consuming and don't reproduce the way homework are done being discussed with classmates(some sort of brain-storming it seems). What do you think about it?