All data should be recorded in the laboratory manual you bought. Be very neat. Make a brief outline of the experiment in your manual as a way of speeding up getting started, including calculations for needed reagents. It is sometimes necessary to modify lab procedures on the day of the lab to obtain better results. Clean your glassware at the end of the peroiod so it will be ready the next lab.
Many students are so busy trying to get done they forget to write down their observations.
Color changes, endothermic or exothermic changes, physical state changes, etc. When in doubt repeat a portion of the experiment, as there is no better teacher than finding your own mistake. If you are still unsure, the lab instructor should be able to help, ask him or her. Professors will discuss the important aspects of the lab with students during a prelab preparation session each week prior to that lab. Be on time.