When I took stats classes at UC Berkeley, we covered a lot of ground quickly. The courses (STAT 200A and 200B) where breadth-first in the sense that you just got a short amount of exposure to each concept. But since many concepts build on top of each other, I was needed a way to make sure I fully understood the previous step. I started with writing down the most basic axioms that most of the rest would found on. (Not really in a fundamental sense, e.g., I did not go into sigma algebras and measure theory in more detail, but in a practical sense). The sheer amount of identities and distribution relationships were initially hard to remember, so those I jotted down next. Then more advanced concepts built on the simpler ones, and the process repeated itself.