If you have a teacher who writes notes on the board, that's a bonus: You can copy them down. If not, write down the most important points from class. Does your history teacher mention the date of a key Civil War battle? Does your English teacher give examples of Shakespeare's use of dramatic irony? Does your math teacher go over a particular formula? Write it down!
It can take some experimenting to figure out what information really is helpful, so keep trying and don't give up. Different teachers do things differently.