I came here to post a similar sentiment. I think it is a terrible idea to just blow ahead every time an assertion is too confusing. Getting the big picture and developing mathematical intuition is great but it doesn't mean that you'll actually be able to do math. For that, practice.
I actually advise the opposite, to bang your head against a problem over and over until it breaks (the problem, that is). I don't think that we as a society or a species or whatever deal with confusion very well, and tend to take it as some sort of personal deficiency. We've also done a great deal of dumbing math down, so that when someone tries to make the jump from, say, AP calculus to real analysis, minds get blown and souls shattered. It's probably not that mathematicians enjoy crushing students, but rather that higher levels of math are just plain confusing for most people. They're based on abstractions that are pretty far removed from the human experience. None of this is to say that people who are good at math are better somehow, but it usually means that they put in a lot of time. I suspect that a lot of people who are math-phobic would get over it if you locked them in a room with nothing but math books to keep them busy.
One that is clear, however, is that most mathematicians have no fscking clue what the word "obvious" means. There are some brilliant, dead authors that I would love to punch in the face.