If you are one of those few people blessed with an eidetic/photographic memory, I just want you to know that I am incredibly jealous of you. For everybody else, I absolutely endorse the taking of notes and reviewing things later. It's extremely difficult to remember everything, especially if you're studying something for longer than around thirty minutes. This is just the way our brains work.
In order for things to transition from our short term memory to long, our brains need time for reflection and repetition. This is why we have players perform variations on the same kind of in-game tasks - it trains them to internalize what they're doing so that it becomes second nature to them. Writing (and later reviewing) notes helps with that reflection and repetition process because it forces you to reflect on what you heard and repeat it in your mind.
I often keep either a physical notebook or a text editor instance open regularly so that I can write things down that I know I will want to think about later. This might be a link to details about a new task, a particular asset or script I need to change, a location for a document to read, or the name of someone who might know something about what I'm investigating. Taking and reviewing notes is an incredibly helpful habit that will help a lot in just about any career that requires you to remember or learn stuff.
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