That's okay, we all are. Or at one point we all were. These aren't easy things to understand. It takes time, and lots of practice. Here are some tips:
1. Record Classes
Ask permission first, but most instructors won't have a problem with it. Recording the explanation of the techniques for reference later can help a lot. It can also help to watch yourself. You may pick up on things you didn't realize you were doing.
2. Keep a Notebook
Writing and reflecting after classes also helps you retain and process things. Again, this gives you a reference to look back on.
3. Ask for Help
Don't be afraid to ask for help. This can be done before, during, or after classes. Instructors are always happy to help explain things to you, and it helps us refine our teaching skills.