Try to solve some math problems in the area of the last math class you took. For example, suppose that the last time you took a math class was Algebra II in high school. In that case, work some Algebra II problems. Whenever you have trouble with something, write it down. Do exponents confuse you? Square roots? Parabolas? Find the exact point where you get lost and take note of the exact thing that confused you.
Read an explanation of the concepts that confused you. Pay close attention to any examples given and read more than one explanation. If you understand the explanation, try doing more problems. If you don't understand the explanation, then one of two things is happening: the explanation itself is confusing you, or the concept is too advanced.
Look up the prerequisites to the concept you're struggling with. For example, suppose you don't understand polynomials, and the explanations are not helping. Find the exact point at which the explanations stop making sense. Perhaps the introduction to polynomials makes reference to exponent rules, and you are confused because you don't know what "exponent rules" are. Backtrack and look up exponent rules, then try working some problems that use them.
Repeat these steps recursively until you hit a concept that you understand. Suppose that the explanation of exponent rules isn't making any sense either and you can't do any problems using exponent rules. Do the same again: backtrack to the root of the problem. Perhaps the exponent rules don't make sense because they reference the "distributive property" and you don't know what the distributive property is. In that case, read the definition of the distributive property, which is just a generalized rule for multiplication. If you understand multiplication, then you have found the problem: you didn't understand polynomials because you didn't understand the distributive property.
Work your way back up. Following the example, you would do some problems using the distributive property. Then, go back to the exponent rules and try again; if you still don't understand then something else is missing, and you must backtrack again. Every time you hit a problem, find the root of it, then work your way back.