When Do I Truly Learn?

I had to really, really clarify my understandings in probability distribution, probability density, and probability mass for my research. In the previous statistics and probability classes, I memorized definitions and did well on exams, but when I had to really think about these concept and try to apply them to my research I realized that I merely learned the pattern of solving problems related to these topics. Research sometimes overwhelms me because unlike exam prep, there is no definite answer or solution (or someone I can go ask and expect a clear guidance). There were moments where I realized that I think I knew something, but I actually didn't. Research put me in those uncomfortable moments, and I'm trying to start from the basics again.