We report 65 tesla magneto-absorption spectroscopy of exciton Rydberg states in the archetypal monolayer semiconductor WSe$_2$. The strongly field-dependent and distinct energy shifts of the 2s, 3s, and 4s excited neutral excitons permits their unambiguous identification and allows for quantitative comparison with leading theoretical models. Both the sizes (via low-field diamagnetic shifts) and the energies of the $ns$ exciton states agree remarkably well with detailed numerical simulations using the non-hydrogenic screened Keldysh potential for 2D semiconductors. Moreover, at the highest magnetic fields the nearly-linear diamagnetic shifts of the weakly-bound 3s and 4s excitons provide a direct experimental measure of the excitons reduced mass, $m_r = 0.20 pm 0.01~m_0$.