I'm a lot earlier in my math education that most of the people on this site. Currently I'm studying computer science, and I'm interested in looking into statistical and optimization applications, as well as theory (yeah, I know that sound broad, but I'm quite early in my education!). Anyways, I want to get deep into the math behind these things - statistics, combinatorics, linear and integer programming, maybe some analysis. Algebra also interests me.
I've found that math studies go okay, but from time to time I have trouble. Understanding delta-epsilon proofs was a big obstacle for calculus back in high school, and more recently generating functions have been giving me serious trouble.
If I pursue a path towards graduate level studies, what sort of things should I watch out for? More generally, since I don't know where I'm going, what concepts did you find hardest to grasp during your undergrad/early graduate studies?