Exactly, Feynman is a seductive writer, and it is a shock how little you can immediately apply after "understanding" a section. Long ago, they used Feynman's books for my introduction to physics, and it was only after struggling with a problem set that we "knew" the material.

http://www.feynmanlectures.caltech.edu/info/exercises.html

Some references to good collections of mathematics problems and solutions would be great for self-study.