I also somewhat struggle with this. I've always been taking notes with pen and paper, but sometimes I just do it automatically and I focus more on writing everything than really understanding what I'm being taught.
I think you got the point: you haven't really learnt something until you can explain it! I couldn't agree more. And it's also important to remark that your own way of explaining (and understanding) a concept might be different from others', including the one presented in the lecture.
A great article with useful tips for learning is one by @geraldiner, titled "Learning how to learn".