By downloading question papers that have worked solutions. If you get something wrong, check your solution against the worked solution and then error in your understanding should become apparent. This works well up to about college level, after which it's harder to find resources.
That's a good solution, but college-level mathematics was specifically where I had issues learning the material myself. I remember taking an upper-level college class for my cs degree that focused heavily on proof-based mathematics. I decided I wanted a tutor. Online tutoring for the highschool/lower level college classes was easy to find. But not for upper-level proof based math classes that were TA'd by grad students. I finally found one company that was willing to tutor me. They advertised tutors from ivy-league grad schools and started billing at over 100/hr. Fortunately I found a grad student to to tutor me at my university for a much more reasonable price. But I definitely noticed a difference in the type of tutoring offered. I'm much less confident self-teaching myself mathematics if it involves proofs, or material that would show up in grad school or an upper-level undergrad class.
