What is the purpose of a course lecture for you? Do you see it as a resource to improve your understanding of the topics being presented based on what you have already read about them. Or do you approach it mostly as your first (and perhaps first in-depth) exposure to the course topics? You will more likely be caught in the quandary that you express for the latter case rather than the former. The less prepared you are with some knowledge of the topics in advance, the more you will fill a strong pull to one of two approaches. You will be pulled to listen intently to learn the topics for the first time, thereby having less time to take notes. Alternatively, you will be pulled to take copious notes to read later, thereby having less time to digest (learn) the topics as they are being presented.
One starting point to improve how you take notes during a course lecture is to read about the topics in advance of attending the course lecture. Indeed, take notes as you are doing your reading. Mark places from the textbook or course resources for the upcoming lecture where you recognize that you would like to learn more during the lecture itself.
The additional advantage to preparing in advance on what you know should be in the lecture is that you will be able to capture full context of any surprises. You might always anticipate that you will see something that you have not seen yet even in the best preparation. How comforting to be able to reflect on the new information in real time because your mind is not occupied still trying to make the best sense of where the new information originated or should fit in everything up to that point.
A useful advantage here is to have the course lecture notes in advance. If this is your situation, here are some additional questions that you might answer to find ways to improve how you take notes during the lecture: How intently have you reviewed the lecture slides in advance of attending the lecture? Have you matched the content on the lecture slides to the topics in the textbook in advance of attending the lecture? Have you marked the places on the lecture slides where you will ask for help during the lecture?
What is the purpose of having the notes after you take them? Do you use them as your only resource for study? Do you use them as supplements to the other resources on the topics? You will be pulled to the quandary when you see lecture notes as the only study resource. When you develop habits to review the lecture notes in parallel with other resources from the course, you will be less anxious at the outset about the need to take copious lecture notes during the lecture itself. You will learn how to fill in the gaps from the lecture notes with the information from the other resources.
Finally, what do you do if you discover that your lecture notes have gaps in them? Do you skip over those gaps hoping for future insights? Do you try to fill in the gaps using the other resources for the course? Or even … Do you schedule a meeting with the instructor to ask for help on the missing information?
A useful advantage here is to have recordings of the course lectures. If this is your situation, you can certainly review the videos to see if you can fill in the gaps. What do you do if the lecture does not fill in the gaps? Again … Do you schedule a meeting with the instructor to ask for help on the missing information?
In summary, to improve how you take notes during a course lecture, determine the reasons why you are taking them. Do so at the front end: What preparations do you make before you attend a course lecture? Do so at the back end: What do you want to do with your lecture notes once you have them?
Finally, taking notes is only equivalent to making an inventory of information. Developing the expertise to review notes and put them in their fullest context to themselves and the other resources around them is where the real learning starts. Whether this is done with notecards or with the latest and greatest electronic gadgets, the goal is the same. For further insights, search for readings on personal knowledge management systems. A recent hot-topic approach in this field is the Zettlekasten method.