Should we be taking notes when watching any of the tutorial videos?

Taking notes is optional. Some people take notes for the reason you mentioned "end up forgetting what I just watched and learned so I thought if I took notes I can just flip through them again as a reminder if I ever need them again on anything."

In the end it is totally up to you (I would recommend you do take some notes at least :))

I either use the tool I am using as my note taker (Making notes in notepad++ whilst I learn Python) or have a few sticky notes for precise and short notes that I can pull out later down the line.

Even then I still sometimes forget how to complete a challenge but it's part of the learning process.

For me it depends on the course. If there's a project to follow along, I'll open a code editor and do that instead of taking notes. If there's anything that I struggle to fully understand the first time around, I'll make a comment about it in that particular section of code. Similarly if there's a code challenge or quiz question I struggle with, I make sure to take note of what the issue is and how I figured out the answer.

For theoretical courses I tend to have a notepad to make notes, which I'll normally type up onto a Google Document after completing a section or finishing the course entirely.

Really it comes down to what works for you. I've been guilty of previously just completing the courses without following along or taking notes, but I've found it makes me forget significant portions of what I learned much quicker. By taking notes, if I forget something I can at least quickly refer back to what I've written instead of taking extra time to find the relevant video on a particular course.