I am doing a Ph.D. in Applied Mathematics at a U.S. university and after taking Professor X's class this Spring, he has agreed to be my advisor. About a month ago, Professor X asked me to read a particular recent paper of his and prove a conjecture.
I have been reading his paper, and I can understand the logic in his proofs from one line to the next. However, I fail to see the big picture. I would have no answer to the questions such as "What is the motivation behind coming up with this theorem?" or "What is the motivation behind the proof of this lemma?". As a result, I feel like I don't even have the slightest idea of how to prove the conjecture he assigned me.
I think I know the answer to my dilemma: just keep reading and trying until you understand. However, it is possible that he has something else to add. Perhaps he might recommend me to read another paper for more background or something like that.
Would it be immature and not worthy of a PhD student to ask this question of my advisor?