I usually just read on and come back to it later whenever I'm having trouble or don't feel like doing more exercises, though you might find the later text to depend on whatever the skipped exercises were supposed to test you understanding on anyway (or, maybe worse, fool yourself on understanding what is exposed later on while missing out on a core part of it, because of a earlier prerequisite you didn't internalize well). Which book are you reading? What is it that you're having trouble with?