When studying mathematics, is proving things yourself (before reading the proof given in the text) worth the time? This approach takes significantly longer than simply trying to follow along, but you understand everything better and learn to come up with mathematical tricks when they're needed.
Compare to the following alternative: first read the proof, and then reconstruct it later. You will still understand the structure of the proof, why the conditions in the hypothesis are needed, etc., but you have the benefit of knowing any tricks that are needed beforehand. Is coming up with these tricks yourself worth the time?
Absolutely, it's worth it.
Arguably, all of mathematical knowledge is the product of mathematicians figuring out the tricks to proving something. Many would say that's the fun part.
My number theory course in college was like this. At the beginning of the semester, the professor said, "Yes, I know you can look up the proofs. Please don't." It was the process of working the proofs out that was the important part.