Different things work for different people. The opposite to your approach worked much better for me. Sitting and thinking would only allow so much to sink in,

Different things work for different people. The opposite to your approach worked much better for me. Sitting and thinking would only allow so much to sink in, and then I'd have none of my own notes to work off later. Instead I'd furiously transcribe by hand everything the lecturer said, everything written on the blackboard/slides (very often not the same thing) and add in my own notes on top too. Understanding would come much later, over a much longer period than an hour-long lecture.