Take notes in an outline manner. Make up your own short hand and abbreviations. Most of all you want to be able to listen to the instructor while you are taking notes. Often the instructor will approach a concept differently than the way it is in your textbook. Having several different approaches sometimes help in understanding a difficult concept.
Some student try and follow the lecture by making marks or highlighting their textbook.
Once again this requires re-reading that section and taking notes is probably more beneficial. Also some students tape lectures ,when allowed, but this does not substitute for listening or taking notes. Review your notes after lecture During your study session after lecture that day, you should review your notes. With the lecture still fresh in your mind you can fill in any gaps that may be there. You can also translate your short hand or abbreviations to produce a more coherent flow to the concepts covered.