Write down what you think are the important words and phrases. Experiment with concept maps and diagrams. Visual cues can be very helpful as a memory aid. Following up after your lecture is crucial. It's also an excellent idea to compare your notes with another student, or even better to form a study group to discuss the course content.
Some students like to tape-record lectures.
Some lectures are recorded and the tapes are held in the Short Loan section of the Library. Listening to the tapes is not a good substitute for going to the lecture, though in some cases you may be forced to do so. However, listening to the lecture for a second time may help you to understand in more detail, especially if English is not your first language. If English is not your first language, lectures can be very difficult to understand. You will probably never understand fully.