Oh yeah and note taking isn't really helpful to me unless the teacher says WRITE THIS DOWN. An overwhelming amount of information being lectured is from the book, the difference comes from state protocols versus the book which is national (I believe).
I don't take notes but instead follow along with the book and just focus on the slides. You'd be amazed at what you remember from absorbing the slides versus simply writing the whole time.
I'm the opposite way. If I don't take notes, I'm likely to forget what is being said or shown. Since I type a lot faster than I write, I took a laptop to class and would type my notes. Even if things got repeated over and over, I would type them over and over, since repetition helps me remember.
Oh, and I second the 'pre-read the chapter' tip. If your instructor hands out a syllabus with each class's topic listed, read the chapter on that topic before class. That way the class is a reminder, more than a lesson.
Another good tip would be to find a study-buddy, whether it's another student or an already licensed EMT to help you go over what's in the chapters.
For anatomy, I found it useful to pick up some 'temporary tattoo' pens and draw notes on my skin. Good for labeling the locations of bones, muscles, organs, and landmarks. Gel-pens work well if you use lotion to moisturize the skin first. Most of the ones I tried would wash off with soap and water afterwards. I recommend testing in an inconspicuous spot though.
If you're nervous about the practical exams, see if there are any being held before you're due to take yours, and see if they need any 'patients' or 'runners'. I helped out at 3 before I had to take it myself which both earned me some easy pocket-money, and gave me an idea on how the test was done. I got to see the common mistakes other students made, so I could avoid making those same mistakes when it was my turn to take the test.
Are you connected to a volunteer fire/EMS department? See if you can do some extra-ride time with them, even if you're just observing.