How to cope with the change from easy undergrad. to difficult masters?
Feelings of inadequacy are quite common when starting a new graduate program—you are surrounded by talented people (if they weren't, presumably they wouldn't be graduate students!), and there is often a big leap in expectations between the requirements of a bachelor's program and the corresponding graduate program, particularly if you're at a top program in your field.

As one of the commenters mentioned, talking to your professors or teaching assistants may be one good way to get help, or to get at least some reassurance about how you're doing. Depending on what your university or department provides, they may be able to provide you with resources to help you study or prepare for your exams. This might be as much as arranging a tutor for you, or as simple as providing you with sample exams from previous course offerings. If your department has a "graduate student council" or "society" or something like that designed to help out the students, then a lot of these may have already been collected by students from previous years for use by students in later years.

In general, though, don't get too discouraged. It is recognized by most instructors that graduate school is harder than an undergraduate, and the grading tends to match that view. There are very few graduate school courses that are not graded "on a curve"; otherwise everybody would have bad grades! (When the top score on an exam is 60/100, most schools won't let you fail everybody!)