It hasn't been much of a problem. With PDF's you can either copy/rewrite the actual content or note page numbers and/or chapter and section headings.
Usually I'm able to find good enough source materials that those become my primary references anyway and the notes are just for some specific points that aren't so well explained.
Nonetheless I find that taking some notes helps focus the learning process.
It also depends on the type of material you are learning. For many subjects there will be some kind exercise or other work product that captures most of the skill based knowledge. For example if you're learning a programming language you'll usually be writing a lot of small programs. For math, if you're studying it fairly seriously, you'll probably have worked exercises, which I like to do in latex, either in the org file or in separate files.
I've never tried to learn how to design a CPU but I think designing one on an FPGA is enough like programming that I would treat it the same as learning any other programming language or software technology. I would probably jump right into to doing practical circuits in VHDL or Verilog as soon as I had the basic knowledge needed. I wouldn't spend a lot of time on learning the theory since that will probably become much easier to understand once you get into actual projects.