The longest and most complicated argument in Physics can be dissected into a series of small pieces which can then be understood one at a time. You also create a logical over-view of the entire piece of work which helps you to put the different parts into perspective. But don't fall too far behind. Use the week-ends to catch up. Reinforcement Work through your notes again several times in the week or so after the lecture, and occasionally after that.
Active recall is much better than passive recognition.
Write out proofs and derivations for yourself. This also help you learn methods rather than facts. Things that you study late in the course often help you to understand things that came earlier. So occasional revision of the complete course is very rewarding as it allows you to get the whole subject into perspective. It is a mistake to think that you must understand every aspect of your lecture notes before you dare to read a text-book or try a few problems on a topic.