If you aren’t taking notes, then you might want to start. Note taking has been proven to be a highly effective way to learn and remember material. When you take notes, you put the information into your own words. This “translation” makes a huge difference to your brain, which can now more easily digest the material.
Additionally, when you take notes you are giving yourself a way to review the information later. It is very unlikely that you will be able to remember everything the first time you hear it. When you forget something and you don’t have notes, then it’s going to be difficult to relearn it.
You don’t have to write down every little fact in a lecture or chapter of a book. Just write down the key facts and any information that you find unusual or interesting. Notes are not meant to replace the primary information; they are simply an aid to jog your memory.