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To answer your question I would say I do more painting/sketching/whatever than taking notes. These days I don't often take notes, I used to whenever I had finished a piece, or a sketch, to reflect on what I had painted, and to see where I could improve, coupled with the information I got from watching tutes. I'm a bit messy when it comes to study haha, sometimes I'll watch a tute in it's entirety, sometimes I will be painting/drawing, and watching at the same time, the latter method usually ends up with me missing out on segments and having to rewind the tutes lol.
I don't think it's a bad idea to take notes, definitely not, makes me think I should probably take more, it's good to have a cheat sheet of sorts, fundamental things to be reminded of.
I suppose if you're taking notes while watching the tutes then that's good, review the notes at the end of the tute, then apply it to a painting, or a drawing, or a 3d model, whatever it may be that you do. I guess it comes down to whatever works best for you.
I think I'm gonna start taking notes...
Anyway! Hope this helps! haha