We've mentioned it before, but it does not hurt to repeat it.
Write down everything. Do not hesitate and do not wait. I was reviewing a War of 1812 pension file that I had printed out several months ago and when reading it I wondered how I can connected the pensioner to the actual relative.
And nowhere in my notes was that line of thought or reasoning. I had not written down my conclusions, even in a tentative fashion.
Now I have to go back and do that research over again instead of reviewing what I had already done--which is a huge waste of time.