About studying econometrics in undergraduate I’m currently undergraduate student studying economics and mathematics. I took econometric class and mathematical statistics class last semester. So during the vacation, I decided to study econometrics more because I’m planning to do Phd in economics in the future and I thought it will be helpful. But, come to think of it, I feel like I made a wrong choice. I don’t know what the exact reason is, but whenever I study econometrics, I find that I’m just ‘reading’ a book. And I think that’s because of my lack of statistics and other math ability. So now I’m considering to study mathematical statistics more deeply and other maths, and postpone studying econometrics. One of my professor said that it’s fine not to study econometrics now deeply because I will study during Phd course, but it’s crucial to fully study and understand maths, statistics before Phd. What do you think?
If you are looking to understand how Econometrics are and should be grounded in Statistics, read Aris Spanos "Probability Theory and Statistical Inference: Econometric Modeling with Observational Data". Be prepared for a bit of a shock.  

As for Mathematical Statistics, they are a difficult subject, and there is no magical textbook that has ever succeeded in making them "accessible".