 Ravi Vakil’s “The ‘Three Things’ Exercise for getting things out of talks” is written for graduate students but is relevant to undergraduates attending colloquia as well.

Weber, K., & FukawaConnelly, T. (2023). What mathematicians learn from attending other mathematicians’ lectures. Educational Studies in Mathematics, 112(1), 123139.
If you are aware of helpful listening or notetaking resources, whether specific to mathematics or not, please contribute them for this page.
General resources for listening and taking notes (not specific to mathematics)
 Boch, F. and A. Piolat, “Note Taking and Learning: A Summary of Research” The WAC Journal, Vol 16, Sep 2005, pp. 101113.
This article addresses the following four questions: What are the functions of note taking? How are notes taken? How does note taking facilitate the study of the different factors that play a role in the understanding and learning of knowledge? How can note taking be taught?