Try coming up with counterexamples when you remove hypotheses. Play with the mathematics. The best way to know a theorem is to prove it. Try coming up with a different proof. Explain the theorem to someone else. Ask yourself where the theorem is used later. Rewrite the statement of the theorem. Does it generalise? How does it fit into the theory? For every theorem you ought to come up with a few examples that illustrate it, or at least understand the ones explained in class or the book.
If you have to know a bunch of random proofs for a course, which isn't uncommon, then get together with some friends and take turns going over the proofs. Trying to memorise just the theorem statement without any idea of why it's useful or where it fits in won't get you very far, and won't be very motivating.
