Should I be concerned if I cannot solve most exercises in my textbook? I'm self studying introductory real analysis. Out of the proofs in each lesson section and the proofs in each exercise section, I can usually work out$\frac{1}{4}$ of them on my own. After trying to solve the other proofs, I give up and consult the solutions manual (although I always understand the solution, at the end).
(1) Should I be concerned that I can't solve most proofs by myself? 
(2) In upper level math classes (undergraduate and graduate), is it expected that you be capable of solving most proofs by yourself -- or that, by the end of some section, you simply understand every proof, regardless if you could construct it yourself?

"There  is no royal road to geometry" (Euclid to  Ptolemy) @Muno, but (to paraphrase somehow the above) we can hope there is always a path. You do your effort, you try, you learn the basic methods, and the more experienced you become the better you can approach a problem - don't hurry and don't be harsh on yourself, definately don't blame yourself (it is much better to "blame it on the boogie" (The Jacksons)). Yourself knows better the time needed to adjust. The only thing you have to ask yourself is if you like spending your precious time on math. All the rest will find the way!
