You ask: Do you have any suggestions for me to improve my understanding skill? What should I learn to improve?
Before answering these specific questions, I think it is helpful to understand the factors that influence reading comprehension in general. Whether any given written text will be found difficult or not to understand depends on the interplay between reader factors, text factors, and environment factors.
Reader factors include proficiency in the language (grammar and vocabulary) of the text, background knowledge of the text topic, and
mental alertness when reading.
Text factors include the frequency (or commonness) of the vocabulary in the text, its syntactic complexity, and clarity of
Environment factors have to do with the location where the reading is done and the number or strength of the distractions. You are more
likely to be able to make sense of a difficult text if you are reading
it in the quiet of your own study at home than in a busy coffeeshop.
The Trump tweet has text factors that make it difficult. For example, syntactic: the pre-posed reduced relative clause supposedly stolen; and lexical: acid washed.
As to the reader factors, you state that you are learning English at school. This implies that you are still have a long way to go before reaching native-speaker proficiency in grammar and vocabulary. But I suspect that your lack of comprehension of the tweet has more to do with a lack of background knowledge of American culture and politics and of the various developments since Trump was elected.
The answer to your questions Do you have any suggestions for me to improve my understanding skill? What should I learn to improve? is fairly simplistic: Work on the reader factors. Keep improving your vocabulary and grammar, and develop your background knowledge in the areas that interest you.
The best way to do this is through reading and listening. Read good newspapers or online articles. Tweets are hardly the best source of clear, well-written English that can serve as good models for your own language development.
And listen to podcasts on the topics of interest. Or better still, watch online news where the text is accompanied by visual material (e.g. images of the people or places involved).
Hopefully, an understanding of the factors that make texts difficult will reduce the stress you feel when reading them. Be patient and have realistic expectations of yourself. I suspect that fewer than 5% of non-American native-English speakers would fully understand the Trump tweet.
And if you have specific questions about the words or grammar in anything you read, you can always post your question here.