I'm a med student who did maths/physics for undergrad and here are some 2 cent observations.
In quantitative subjects like maths and physics the lectures are not particularly important; you have to drill in problems, if you want to do well. In medicine, there is very little of that except in case-based pathology.
In maths and physics, it's actually hard to study passively since even reading the lecture notes demands (active) reasoning but in medicine it's very easy to passively read the lecture notes while listening to music - sure you'll understand the material, only problem is that you'll have forgotten it an hour later.
Retention requires active studying - rehearse the material and summarize the material as you go along the lecture.
Also, endeavour as much as possible to ask yourself questions that connect the material, to both content within that particular lecture and other lectures. If I'm studying the anatomy of the upper limb and am going over the humerus and see the bicipital groove, I'll ask myself, what things pass over or insert here - the tendon of the long head of the biceps passes over and lattisimus dorsi, teres major and pectoralis major all insert into it.
I've found that particular habit - making as many connections and views as possible - to profoundly help in retaining things in memory. Before I'd used to just memorize the origins, insertions, innervations and functions of muscles individually and I'd easily forget that sh1t within hours. Now I memorize all that but I also go over structures where several muscles insert (e.g. the bicipital groove of the humurus) and go over individual nerves (e.g. the dorsal scapular nerve which innvervates levator scapulae and the rhomboids) and their innervations - and I'm actually able to accurately regurgitate that sh1t load of information.
Tl;dr although how you should study will depend on the subject, the common basis to all effective studying is ACTIVE and not passive studying - rehearse, summarize, make connections and test yourself. Don't passively read notes or a book.