Friend of mine told me that MOOC platforms recommend not to take notes for better learning experience, that people remember material better after watching a short videos, than after spending some time taking notes and pausing each time. Although I didn't find any such suggestions, maybe there is some research about it? Or any personal thoughts?
Do you want to learn or do you want to just be an audience for a performance. Rhetorical question, I know.
Yes, take notes. Express things in your own words, rather than just using the presenter's words. This will better engage your brain and make real learning possible.
Even better is to revise (and extend) your notes after a period of time.
Another sort of notes you can take, of course, is about questions that the presenter doesn't answer and that you might want/need to follow up on later.
Note that learning involves actively engaging (and actually changing the physical structure of) the brain. You learn things deeply by reinforcing them. Notes are one necessary way to accomplish this for most people. Exercises and problem solving are another.
If you have the time, you can, of course, watch a lesson more than once. You might want to do most of your note-taking on the second viewing. But that assumes you have the discipline to actually do that. You can take different sorts of notes on subsequent viewings, being more detailed for example.