The brain prioritizes by meaning, value and relevance. To have meaning, you must understand what you are learning. In order to remember something thoroughly, you must be interested in it and think that it has value and relevance in your life.
Think of some ways you might create interest in a class in which you are confused or bored.
Find a study partner. Get to know the professor better. Do some extra practice or research. (We tend to be uninterested in things we are not good at.) Teach an assignment to someone else. Seek a way to make the information personal. Find a way to make it kinesthetic--make something--do something with it.
Any time a person's emotions are engaged, they are more likely to form a deeper imprint of an event. Excitement, humor, celebration, suspense, fear, surprise and other strong emotions stimulate the production of adrenaline while also activating the amygdala.