If I'm reading for pleasure, I don't bother. But when I'm reading for understanding or learning, I take time to take notes. By hand.
I've watched people read technical books quickly, reading as if they are novels. The net result is that they haven't internalised any of it, just gained an awareness.
Sometimes that's all you need to do, to become aware of things, but sometimes you need to engage the material in hand-to-hand combat.
“Tell me and I forget,
teach me and I may remember,
involve me and I learn.”
― Benjamin Franklin
Read a paragraph. Close the book. Write down what you remember. Re-read the paragraph and check.
Once you've got the hang of this expand it to pages and then chapters.
Get someone else to test you a short time (a few minutes) after you've read the chapter. Get them to test you a couple of hours later. Get them to test you a day later.
It is often called the feynman technique wherein you pretend that you are explaining the topic to someone without looking at the text that you had read. Try googling about it for more information
I'll take a different stance than a lot of the other commenters here, in today's digital age reading for full retention is often over kill. An awareness of the topic, plus a retention of the source allows you to cover information at a much quicker pace and it useful if you don't need to apply any specific details in the immediate future. I find having a breadth of information available is much more useful for creatively solving problems and the internet + cloud storage means the full text is never far away if I need to pursue immediate details.
With nonfiction books details tend to stick better in my mind on their own (and even more so if I take notes, especially notes in a physical notebook with a nice pen - it's like my mind is more invested that way).
But when it comes to fiction, I can finish a book, wait a week or so, then read it again and only have a rough idea of the general plot in my mind. It's like all details are flushed within days. If it happened with nonfiction or other learning I'd work on strategies to improve this, but as it is I kind of think of it as a benefit! I get to experience my favorite books (and movies) afresh many many times and never get bored.
I forget who it was specifically but when listening to a podcast recently the guest mentioned a long term habit of writing a book report after finishing up a book! I plan to try something similar in a plain old composition notebook for 2016. I'm thinking no more than a page of text highlighting some important points, thoughts, etc.
If it's a mass of stats or something like that, I'll fire up a flash card program. If it's something more abstract, an important concept or the like, then I'll try to apply it to something - use it in a program, try to see what it implies in different contexts.
While reading, I take a photo of a sentence I like. Later, I look at the photo and write down the part I liked: writing seems to ingrain the conclusion in my mind.
I've watched people read technical books quickly, reading as if they are novels. The net result is that they haven't internalised any of it, just gained an awareness.
Sometimes that's all you need to do, to become aware of things, but sometimes you need to engage the material in hand-to-hand combat.
Get involved.