Some write everything down others don't, but typically everything the prof says is fair game unless they specify that it isn't. If there are those around you that are distracting move. Remember what you are here for. Most important is to get organized . Gather all you materials to study for the exam in a nice quiet place where you can really spread out.
Organization is half the battle to studying.
However if you have been studying a little along the way, the review will be easy. That way you build you confidence. Come prepared and on time. Having all the right materials and being on time reduces stress which will help you improve your score. Attitude Attitudes can be a self-fulfilling prophecy.