Take notes in the margins of things you photocopied or printed out, use post-its, use a notebook—whatever works best for you. Just don't write in library materials. The next person who looks at what you wrote in will be annoyed. Oh yeah, and that's called vandalism.
Want an old school note taking method?
Do you prefer typing up your notes? You may consider using Microsoft OneNote or a free software for note-taking such as Evernote.