Not necessarily. While we have done our best to ensure that we only point out specific timestamps/topics you should refer to, if you feel you already know a topic confidently, feel free to skim through it faster. We'd recommend against skipping it entirely, as otherwise, you might miss a couple of things you didn't know of.
First, welcome to the club - you are not the first one to have felt this way. Do note that just watching the videos passively is as good as watching a Spanish movie and hoping you remember the subtitles. You need to practice alongside. Have an IDE open alongside, and spend some time in playing around with the code on top of what you see in the video. You'll learn a lot more that way.
It just needs practice. Remember - any DSA problem you solve, spend some time thinking about what the TC/SC of your solution might be, and slowly, you'll start getting intuition.