This is what I do when I want to learn from a video, lecture, podcast, or book. I am currently getting coached in League of Legends. My coach reviews footage of me playing and he explains what I am doing right or wrong, this is what we call a session, which I also record. I basically record a lecture so I can watch it over and over again.
Be Focused on the Task at Hand
When I rewatch the session I don't take notes and I don't think about stuff during it because then I am not aware of what is happening in the session. I do watching, thinking and writing seperately.
It's impossible to really think about something difficult while focusing on the coaching. Your thinking will distract you from looking at the game.
When I watch my mind is still, fully present in the here and now and I deeply observe what is happening and I listen closely to what my coach is saying. I am aware of everything in the session.
If you don't seperate thinking and writing from watching then you are going to distract yourself, you will miss what happen and what your coach say. And don't be judgmental, just focus on what you are seeing without attaching any meaning to it.
The proper state of mind is quiet, it's a state of relaxed concentration with the purpose to just understand what's going on.
After I've absorbed the material as deeply as possible I start to think through it, I try to make sense of it. I transition to this process only after careful observation and listening.