I'm curious: what are your methods for mastering intellectual material that you think is very interesting and useful but that's also not particularly easy to understand?
Excellent question. In order to master things (complex material, rubik's cubes, complicated political systems, etc) you must master your mind. Most answers are already contained in our minds and it is the person who has sharpened various dimensions of their mind to be able to cut across and communicate with other parts of the mind. In Batman Begins there is part where Bruce is talking with the League of Shadows guy and he says something like "you can fight 5 guys at once, we will teach you to fight 500 at once" (or something to that affect). Likewise, if you only have the intellectual storage capacity for a few theories, this can be changed so that you can learn to keep hundreds of theories in your working memory. To to this with any kind of efficiency, you're going to have to focus on procedures rather than substance. Just like a rubik's cube, once you've learned the procedures for solving it someone can give you the cube with any configuration and you'll be able to solve it: the substance chances, the procedure does not. How does this apply to you? Well, by taking a procedural approach you can learn to store so much more. Take theories for example, the procedure for mastering a theory can be: main position (thesis), reasons/evidence in support of thesis, strengths of the theory, limitations of the theory, counterargument to the theory. Next theory - same procedure.
Setting that aside, let's be realistic. If you want to master something you need to be able to teach it. You need to be able to draw it, write about it, converse about it. In order to gain mastery, you need opposition (either through your own thinking/rationalizing function or by someone else). Once you've hit the books and learned the basics, try to teach it to a willing friend. Start with someone weak who won't offer much opposition. This will etablish confidence on your behalf. But the real mastery comes with a strong devil's advocate who will challenge your limits. Never give up. Never accept anything that doesn't make sense. Don't rely solely on intuition (afterall, intuition tells us the world is flat). Try to refine your instincts and intuition so they are in sync with your intellect. Whereas someone else mentioned that you'll never master something that doesn't come naturally/instinctively to you, I disagree. You can work consciously to program your subconcious so that intuition becomes ally to the intellect rather a force against it. Again, the procedures are critical. If you've mastered procedures and learned to intuitively recognize procedural patterns than although the substance of various phenomena changes you should be able to apply your procedural intelligence to master various problems.
Furthermore, write and rewrite your notes. Even if it doesn't make sense, with enough repetition you will internalize it. FOr extremely complex material, this is the safest method. There's a story about Bobby Fischer (chess master) who was calling his Russian frieng and his daughter picked up. She spoke Russian on the phone to Bobby and although Bobby didn't understand Russian he was able to play back what the Russian girl had said with perfect precision to his friend at a later time. So, although comprehension and mastery is the ultimate aim, if you've mastered your mind you will be able to handle the material in some way in the short-run, while you work toward complete mastery in the long run.