By critically thinking about a subject you remember it better. If you do the work to boil down a subject to its key concepts you are engaging your brain. You need to summarize the key concepts instead of just passively learning.
I find myself making outlines all the time, it helps to cement knowledge in my head. There are some people that would recommend that you do not take notes while listening to a lecture, they think that you should just make an outline while you are in class. Another might suggest that you use some other alternative note taking techniques that just record key concepts, perhaps mind maps. I personally do not like these techniques, but they might work for you. What I do find helpful is to distill traditional notes into a workable outline within a day after listening to the lecture. Coming back to the material after a short break gives your brain the repetition that it craves. The act of building the outline will make things more engaging. I should also note that I don't completely discount the alternative note taking methods because they both engage your mind, and that is a powerful thing. Active learning is something that I firmly believe in, and it is something that personally helped me to learn several very hard subjects.
I used to study with a woman who was having trouble in Calculus. I was always a pretty good math student, but I was lazy about doing the right amount of practice homework. By studying with and teaching her the difficult parts of the subject, I ended up learning the subject much better. I was forced to critically think about the concepts and figure out ways to help her learn. Learning by teaching is a powerful technique, and the classes I did this in were the ones I learned best. The key to this technique is that it forces the critical thinking about the subject, because you have to figure out how to teach someone else.
You will generally not become engaged in a subject if you aren't applying the knowledge in some way. Passive learning techniques might still be useful, especially for introduction to a subject. Mastery, however, comes from applying what we learn. The general consensus is that there should be a traditional introduction to a subject, and then engaging practice to cement the learning. Class discussions, written exercises and student debates are some other common examples of active learning techniques. All of them can be powerful tools to help you study and to learn.