Use the skills you learn. Use aids to organize your notes and thoughts about music. Make lists or flash cards or keep a journal that deal with the important points covered in class discussion. Don't simply memorize terms and ideas. Apply them to the never ending stream of music to which we are subjected.
Final exams are cumulative.
Start reviewing material 2-3 weeks before the final. They include definition of terms, listening identification of elements and genre, and listening analysis of masterworks from all of the style periods of western culture.