There's the book
M.P. Wand and M.C. Jones (1995),
Chapman & Hall/CRC Monographs on Statistics & Applied Probability
which does have exercises. I had a draft version of it as a text (for a course taught by Matt) in about 1994 and I found it quite good. The early chapters are on density estimation.
However, there's a minimum level of mathematics required to follow this kind of material, and if Silverman was too difficult you may not fare all that much better with Wand and Jones; while it has exercises it does have a similar depth.
Similarly sets of notes for this kind of material can be found online but many of them again expect that you can follow material of about that level. If you want to actually understand it, it's hard to get away from the fact that there's a certain level of mathematics needed for it.
If you can explain more about the particular difficulties it might be possible to give more specific advice.