Theorems tell you something deep about the behaviour of the objects of study of a specific domain in mathematics.
Review the basics of how those objects behave, and understand the significance of what the theorem tells you:
- is is something natural? why?
- is it something surprising? why?
- does this theorem provide you with some new tools in your use of those objects?
- does this theorem provide link with a different domain, allowing you to use new knowledge in your domain? with what advantages?
Answering this type of questions will eliminate the need of memorizing, and indeed it will let you understand better what you are studying.
Most of all, have fun!