Try this. Choose a lecture. As you go through it, create a bulleted list of things you don't know. A Google Doc works well.

Then go through the bulleted list in order. During this process, you will also encounter things you don't know. Add these to the top of the list and start from the top anew. As you work through bulleted items, mark them off or move them to a "complete" list.

What you are creating is a list of things you need to understand in the order you need to understand them. It guides your investigation and makes it all more manageable.

Bonus: Beneath the list, create an in-order set of notes pertaining to the items on your list. This is like a personalized set of lecture notes.