Is it okay to struggle with the content of research paper you are reading?
Reading a paper shouldn't take long. Now, completely understanding the proofs and details can take a really long time, even months. Specially depending on your background, and on the technical tools/ideas the paper is using. It is okay to take that long. 

There are two questions you should ask yourself:


Do I need to completely understand the paper I am reading?
Do I need to prove every line of every paper I read?


The first question is related to reading or skimming through a paper, a more agile read of the paper to understand the main ideas and conclusion. This should allow you to figure out if this is a paper that is useful to you and your research, and if it is, then you move on to the 2nd question.

If the paper is important to you/your research, and contains techniques/ideas that you must know and be comfortable with, then it makes sense to completely understand it and spend a lot of time with. Even still, ask yourself if you need to prove every single statement, or if there is a more important body of statements  that you actually care about, so that you do not need to prove every single thing. 

It is okay to struggle with what you are reading. And it is also ok to ask questions to smarter or more senior people about it. If you get super stuck ask them for help, and ask them for intuition regarding the result (why is it useful? where did the idea come from? where can it be applied). It is okay to ask! (See Paul Garrett's answer here!)

It is going to improve with time. As long as you work hard, and learn the theory/ideas, you will eventually start to see things repeating here and there, and when they do you will be able to read papers much faster (and, more importantly, identify what is new and where you need to put more attention). Experience and knowledge will naturally lead to efficiency.

Keep working, you can do it! Good luck!