If you're not sure, go back and check on the material and then test yourself again. You're gambling that you'll have time to go back and really learn it in the future. That often isn't the case as you'll have several tests coming along in other classes at the same time and limited study time. Also, you're gambling that you won't need to understand it for subsequent material in the chapter. Your goal is to learn and remember the material the first time through.
Notes are preferable.
Put lecture notes on the righthand page opposite the appropriate reading notes. Review and test yourself on the entire chapter . On the weekend, go back and study your reading and lecture notes. Learn them well enough so that you can look at the chapter outline in the table of contents and remember what you need to remember for each section in the chapter. That's the basic strategy.