Often times, instructors use transitional words or phrases which indicate the beginning of a new idea or thought. These transitions are clues that upcoming information is important. It is crucial to pay attention to these transitions. It also requires that you come to class prepared to learn and participate. Once you have the method of note taking down that best works for you, it will become second nature.
Effective note taking is a skill and like all skills it requires practice.
Once you have mastered it you should see your test grades improve.