It is interesting because I went through this exact question recently with an intern.

My condensed advice is:

1. Are you still making progress? Keep going. Don't give up.

2. Are you spinning your wheels? Take a step back, re-evaluate what you know, investigate things you are not clear on.

3. Still stuck? Ask for help. Don't panic or be ashamed. Show the progress you've made in step 1 and share the things you studied in step 2.