How can a student evaluate themself?
I think you’ve hit on a subtle point here that plagues many mathematics students up to and including the advanced graduate level: evaluating yourself without external feedback is very, very difficult.
In fact, it seems to me that the ability to evaluate your own level of understanding (in the context of studying pure math at least) and test when you understand a concept well, versus when you are just deluding yourself into thinking you understand, is a skill in its own right. And it’s a difficult skill at that, one which takes considerable time and experience to acquire. Professional mathematicians have developed all sorts of tricks and heuristics to achieve this: various sanity checks and other “unit tests” that we continuously run while working through new material to test our understanding and make sure we keep our mathematical feet planted firmly on the ground, instead of becoming untethered and flying off to some kind of la la land. At some point this becomes second nature and I would guess that most experienced mathematicians do it essentially at a subconscious level. But as I said, it takes years of practice to get to that point.
What I would suggest is that you do two things: first, put it on your todo list to develop an ability to gauge your own level of understanding and identify misconceptions about material you’re reading or hearing in lecture. It’s an extremely useful skill, and thinking of it as an explicit thing you want to work towards in a deliberate way will surely help you acquire it faster and better.
Second, until you’ve actually developed that skill and have evidence to support that, assume you don’t have it. That is, accept that there will be occasions (which become increasingly rare over time, typically) when you will absolutely have to rely on external feedback to tell you that you’re misunderstanding something, or to confirm that you’re not. I imagine people will be posting other answers here suggesting various tips and tricks for evaluating yourself. That’s all well and good, but don’t let such advice mislead you into thinking you can do without external feedback. You can’t — not yet, not at this point in your studies at least. So don’t be shy, go out and seek that feedback from your professors, peers, stack exchange or wherever else you can get it. And please get rid of the mindset that it’s “unprofessional” to seek feedback - nothing could be further from the truth in my opinion.