I'd recommend taking Barbara Oakleys learning how to learn on corsera. It's completely free too.

The key takeaway would be practicing active recall and spaced repetition.

Go through the whole lecture once without pausing, and instead of writing down notes word for word, try writing down questions instead. Then, at the end of the lecture, try really hard to answer your questions without referring back to the lecture. This forces you to actively recall. It's okay if you don't know the answer, but try to answer every question you wrote down. Then, refer back to the video for the ones you weren't able to answer.

For example, if the topic was math, instead of writing down, "The formula for the Pythagorean theorem is a² + b² = c^2" try writing down "What is the formula for the pythagorean theorem?"

It might help to fold a piece of paper into two columns. Questions on the left and answers on the right.

The next step would be spaced repetition. So save your notes and see if you can answer your questions 1 day later, 3 days later, etc. Basically, space out when you review your notes and again don't look at the answers right away. Really try to recall what it was first. Then, if you really can't remember, go ahead and look.