For example, consider trying to prove that:
If $A$ is a set and $F \subset P(A)$, then the relation $R := \{(a, b) \in A \times A $ such that for every $X \subset A - \{a, b\}$, if $X \cup \{a\} \in F$ then $X \cup \{b\} \in F\}$ is transitive.
Keep in mind that I don't want you to prove this for me. I only give it as an example, in order for you to understand the question better. This theorem is not obvious to me: I can't envision it, so to say. Am I approaching mathematics in a wrong way, by trying to envision every theorem and build an intuition on it, or is this not possible when the theorems themselves are too complex?
Secondly, if building an intuition is often not possible, how do mathematicians come up with new conjectures, ideas, etc?
Edit: What I am saying is that I can prove some theorems by simply applying previously learned techniques, algorithmically, although I don't understand completely these theorems before I attempt to prove them. The question is:
Is it important to try to first understand the theorem completely, and then attempt to prove it ?