[WoahNoun]

I think the problem a lot of people have (even math majors) is expecting the lecture to be the first introduction to the topic. It's like taking a literature class and going to lecture without doing the reading. Reading (or even just skimming) the next section/chapter of the book before the lecture allows you to focus and ask questions on the parts of the material you didn't understand during the lecture. I very rarely wrote down full proofs in my notes during the lecture. I focused on the lecture itself and wrote down the pieces that I wanted to remember.