When I read the thread title I pictured someone on the street giving physics lectures for tips.
I think I've just found my new career goal.
Really though, to study physics it is important that one truly think about the material. Try getting the reading done before the lecture. This is going to help you absorb the material during lecture. You can formulate some questions ahead of time, and if these questions aren't addressed within the lecture itself, you'll have questions ready to ask. After the lecture, think about the material. Look back through your notes a couple hours after the lecture and try to explain everything to yourself again.
There's not really a 'trick' to learning it unfortunately.