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I do bad toward the end of psets, but I don't know if I should continue with the curriculum or go over the entire pset/lesson again to see if I understand it better. Any recommendations on what I should do? Should I just move on or review that section all over again.
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Do it again, and do more questions of the same type! If you're doing badly its because there is something that you don't understand. Not sure if you're doing them timed but doing them untimed is more important imo, especially at first.
Are you doing bad timed or untimed? I suggest you take your time untimed after doing it timed. Try to gain understanding or pull in a study buddy to help you out.
You could try retaking the problem sets later and/or keeping a wrong answer journal. I hope this helps. Also, don't be shy about posting in the forums and using the #help hashtag.