One consistent pattern I've noticed in studying math is that, if some material feels very difficult, then I might remember it in an upcoming exam, but I will almost certainly have forgotten most of it one year later. The success story behind permanent knowledge gain is almost always "this was hard once but now it's easy, so obviously I didn't forget it" and almost never "I successfully memorized a lot of complicated-feeling things."
I think this also applies outside of mathematics. If it's roughly correct, then the most obvious consequence is to adapt your behavior when you're learning something. Provided that your goal is to improve your understanding permanently by understanding the material conceptually (which, of course, may not be the case), either study until it gets easy, or decide it's not worth your time at all, but don't stop when you've just barely understood it.
I've violated this rule many times, and I think it has resulted in some pretty inefficient use of time.