Not understanding something the first time you're exposed to it is perfectly natural. Not doing anything about it is a shame
Tip 1: Visit Your Advisor Frequently
Become an active partner, see your academic advisor on a regular basis and develop an on-going relationship.
Become familiar with your program of study.
Know your strengths and preferences regarding courses, times, and days and share this with your advisor.
Make yourself known. If you have had the same advisor for at least two or three semesters and he/she does not recognize you when you enter the office, something is wrong.
Tip 2: Get to Know Your Professor
Become an individual to your professors.
Use your professor's office hours.
Clarify tough concepts
Review your rough drafts early enough that you can incorporate his/her suggestions.
Formulate specific questions you want answered
Take your work and notes with you so you can show the professor what you've done
Ask your professor for study tips specific to the subject at hand.
Ask professors who lecture too fast if you can tape record their lecture.
If you've made a mistake (i.e. missed a couple of classes, maybe even a test, or you’re late on a paper or project), go directly to your professor as soon as possible -- explain what you have missed, and ask the professor what you can do.
Sometimes the professor will be lenient, and allow you to make up the work.
Other times, the professor won't
Either way, you will know what your options are, and can plan accordingly. The key is to take responsibility for your mistakes, correct them if possible, learn from them, and then don't make the same mistakes again.
If you can't make it to office hours, schedule an appointment for another time.
Not understanding something the first time you're exposed to it is perfectly natural. Not doing anything about it is a shame.