I think the best thing to do is figure out what your personal 'study style' is. Do you learn best from hearing it? From writing it down? From doing some other hands-on type activity? From reading?
I learn best from hearing it and the biggest thing for me is to not miss lecture ever. No matter if I read it, if I don't hear it, it doesn't stick as well.
The other thing I picked up from my mom actually was, when you get home from school, teach your husband, roommate, child etc about what you learned in class that day. That gives you another opportunity to go over it. They might not get it all, but it will help make sure you do
Also, try not to get behind. It's so easy to do, but it's harder to learn those huge chunks of info, much easier to learn it on a day by day basis.