There are many things to admire about the so-called Moore method, in which all the theorems and aspects of a course (e.g. real analysis) become problems for you to solve on your own.
But sometimes, for time management or out of frustration, you want to just give up on a problem.
With the pragmatic aim of maximising what I understand of the subject and honing techniques I have for problem-solving, when should I give up?
There is a similar question, but from the point of view of enjoyment of Olympiads, which is not the same:
When to give up on a hard math problem?
EDIT: To make things specific, could you name a moment when you yourself gave up on a problem deservedly? Or name a mathematical fact whose proof is not that complicated but is really really hard to find out on your own?
A real-life example from today: I tried to prove the Lebesgue Density Theorem today. I had gone through a brief course on the Lebesgue integral. During today's thoughts, I independently found the concept of a Vitali Cover (without knowing that that was the name of it) but didn't articulate the crucial main theorem on Vitali Covers. In around eight hours, I gave up and looked up the solution.