"Active reading", i.e. annotating and taking notes while reading is a skill that you develop over your time at uni. It'll be difficult at first but it's something you should keep working on. You'll get the hang of it eventually. I wouldn't recommend not taking notes from readings, you're more likely to forget things if you don't commit them to paper.
Generally exams cover lectures, set readings (if any) and support classes (labs, tutes, workshops - that sort of thing). Your unit coordinator can clarify this for you if they haven't already done so.
I think it's good to get into the habit of at least making a start in an assignment as soon as possible after it's set, be it simple research, essay planning or what have you. I know that myself and many others have taken the attitude of "easy assignment, I'll do it later" only to forget about it, panic and rush it. Train yourself to make an early start on things and it will set you up for later years.