Write up lots of notes, even if they don't seem important. If anything sounds like it should be something you need to learn, or have to know, make a mental note about it and add in your own words of what it would be used for.
Other than that, I would recommend buying an audio recording thing from Amazon or something rather, and ask your teacher if you can record what she/he's saying, and then you can just re-listen to what they said whenever you'd like.
